One of the byproducts of the locavore movement is the attempt to grow more and more food locally to avoid having to import it. Foods once considered exotic can be grown right here in Southern California. Cherimoyas from Riverside; mangoes from Indio, and sugarcane from Temecula. “Food grows where water flows,” the signs proclaim along the 5 in the Central Valley, and it's a reminder that the bar to higher food production is not the growing season, the soil or the workforce, but rather water.
Many vendors of Asian products at farmers' markets will have a bucket of green sugarcane available for next to no money per pound. As with any cut product, the fresher the product, the better; if you see sugar collected on top, it's just the sap that has crystallized.
The normal use of sugarcane is as a snack (you chew on the inside of the cane, but don't swallow it–the solids, called bagasse, are not digestible or nutritious), or as juice (if you have a juicer specifically rated for sugarcane–don't try this in the model you bought at Macy's!). Another use is as skewers, particularly for shrimp croquettes as served at dimsumerías.
That said, if you're the type of person not deterred by the complexity of the recipe, you could refine your own sugar… or not. Molasses makes wonderful rum.