Emerging from the above posts, the best advice seems to be, if you are entering a country (UK, Canada, etc.) where you might be suspected of trying to "steal jobs" from the local citizens:
1. Don't use UNEMPLOYED or CONSULTANT as your occupation. ("FLYERTALKER?" -- I'm NOT gonna be the first to try that one!)
2. Have the name of a local hotel on the tip of your tongue in case you are asked where you will be staying, even if you are planning to stay with friends.
3. Carry at least SOME cash (even if it's US dollars rather than local currency) to prove you are not destitute.
4. Dress neatly and cleanly enough that you don't look like a bum, even if you really are one!
5. Have your return ticket handy to help convince them you are actually planning to leave their country.
Kathy