I have experience with E-ZPass in New York State following the I-95. My recommandation if you want to purchase one you can do so at rest areas in New York. It worked in New York on the same day but it took one day for everything to be sorted out in the other states like NJ, Maryland etc... Apparently that could have been sorted out the same day if you called them but it was a Sunday and the offices were closed.
If you really need it. Purchase it in advance somehow.