I just go with the nonsensical response approach. One past exchange:
TSA: Where are you going today?
Me: If it's Tuesday, it must be Buffalo.
TSA: Umm, it's Thursday.
Me: Really? Huh. I guess NOT Buffalo, then. *haha*
TSA: *slightly confused laugh*
Another time, I just responded with, "Home, I wish." TSA responded, "Ain't it the truth!"