I was only doing SEA-YVR-JFK (on that day) and STILL caught hell from the Canadian immigration agent. Expect a lot of pointed questioning. Explain you're on a mileage run and have your ticket coupons available to show the agent. Not sure about all the agents but once I started going on about how many miles I was earning and how many places I was going for how little money (one of the oh-so-sorely-missed ex-JNB AONE5s) the guy quickly waved me onward. As for INS at JFK, the guy didn't even bother looking up at me... I swear, sometimes I think Canada makes up for their lack of military might with their immigration and customs agents!