The OP said he did that once and had to spend the night in Boston - an expensive or uncomfortable proposition, depending on if you want to spend $250 on a hotel room or sit up all night in the bus station.
The least expensive accommodations I've found in Boston is the Youth Hostel (about a 15 minute walk from South Station) for $80 a night. I stayed there once so I could catch the 6 AM train out of town. I've also camped under a highway ramp near South station to avoid paying for a room.