The only time I've had an issue is when the people at Graz, Austria refused to believe that my MacBook Air was an actual working laptop. I haven't travelled to the US since 2006, but I would be wary having heard several (first hand) horror stories.

I think the solution to data privacy (I work in this industry) is a combination of encryption (Truecrypt is great) and VPNs.

Unless you travel WITHOUT a laptop also, here's a potential solution:

• Store the data you need on your portable device on your laptop. This would typically be in a hard to find Truecrypt volume.
• When you get to your destination, get everything off your laptop and put it onto your portable device.
• When returning home, place everything back into your Truecrypt volume.

Emails, contact lookups etc, can be done over a VPN.

This may sound like a small amount of effort, but what price do you put on your data?