I've been to all of the mentioned 'stans, on a US passport. Here was my experience:
Tajikistan: arranged beforehand. I did a tour through the Pamirs and they gave me an LOI. Went through an agency in NYC and had it back in 1-2 weeks. If you can go directly to a consulate, it shouldn't be a problem. The agency wound up being way more expensive. Ask for the GBAO permit to be included at the time of application. Luckily I got the GBAO permit in Dushanbe, where it costs US$4. Yes, FOUR dollars. Don't pay more than $30 if you're going through an agency, and that's still too much. I'm not sure what the visa costs, but it's around $30-$60.
Kyrgyzstan: free for 90 days. This makes Bishkek a great base for getting other visas, all of which you can arrange while there, which is actually ideal instead of dealing with consulates in the US.
Uzbekistan: Arranged in Moscow. You DO NOT NEED an LOI for Uzbekistan, though some consulates don't know what they're talking about and will tell you that you do. Either way, having one will likely expedite your visa. The visa application is done online and then printed, and it does ask for some places you're visiting, but once you're in the country it doesn't matter. All you have to worry about is collecting registration slips from each hostel/hotel, which they theoretically check when you leave.
Note: Apparently the Uzbek consulate in NYC is a real pain to deal with, so it might be best to try to arrange in Bishkek. Also might be better to do it that way because the Uzbek visa is date-specific. If you search the forum for "uzbek visa in moscow", I wrote a post with more specific info on this.
Turkmenistan: only doable on organised tour or transit visa. Since you won't be going to/from Iran or Azerbaijian, you'll need to organise a separate tour. If you book a tour, this is arranged a few weeks in advance and you pick it up at the border.
Kazakhstan: visa-free for 14 days on a US passport -- this is new, as of July. You might be able to just do visa runs to Bishkek from Almaty and avoid paying the ridiculous $160 visa fee.
To get any LOI, you just need to buy it from a travel agency. Normally, they build a fake itinerary, but it's not usually required, or at least no one is going to check if you followed it. You might have to write down the name of a hotel in the capital city or something. Another important note: to make sure your applications go through, avoid writing down a professional like "journalist" or anything related to the government or politics. Instead of writing "photographer", I wrote in my last job, which was computer technician. Also, don't write "unemployed".