no, most are easy to get - and available without a prescription.
youll need to go to a big pharmacy, many of which are near hospitals.
some drugs are not available as generic (lamictal, cymbalta, wellbutrin, probably others), so they will be more expensive
others (fluoxetine for instance) are locally produced generics
benzodiazepines (ie xanax, valium, etc) and sleeping pills like zolpidem (ambien) can only be obtained by seeing a doctor at a hospital - but thats an easy process.
in 13 years of flying in and out on visa exempt, ive been asked by the airline to produce a return ticket exactly twice. both times i talked my way out of it (although i was prepared to get a cheap ticket online if i had to). immigration has never once asked to see one.