The only place I have had an issue was in India. They wanted to charge me duty on one of them. I was friendly and said that I was there to do business with the government. The customs officer was pleasant but insistent. Then I asked for a receipt...and then his attitude changed completely. He went to talk to his boss, came back (ever smiling) and said that this once he would let me through with a warning but to please bear it in mind for next time.

Security has never been an issue.