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In this paper, we study the gains from opportunistic spectrum usage when neither sender or receiver are aware of the current channel conditions in different frequency bands. Hence to select the best band for sending data, nodes first need to measure the channel in different bands which takes time away from sending actual data. We analyze the gains from opportunistic band selection by deriving an optimal skipping rule, which balances the throughput gain from finding a good quality band with the overhead of measuring multiple bands. We show that opportunistic band skipping is most beneficial in low signal to noise scenarios, which are typically the cases when the node throughput in single-band (no opportunism) system is the minimum. To study the impact of opportunism on network throughput, we devise a CSMA/CA protocol, multi-band opportunistic auto rate (MOAR), which implements the proposed skipping rule on a per node pair basis. The proposed protocol exploits both time and frequency diversity, and is shown to result in typical throughput gains of 20% or more over a protocol which only exploits time diversity, opportunistic auto rate (OAR).