That's the beauty of SJU, it's part of the US, so no immigration to talk to.

That said, for other destinations, I'd say it might certainly look strange, but you shouldn't have any serious problems as long as you're open about what you're doing. I think the worst case scenario I've heard of involved two hours of extra questioning, and that was after repeating a similar travel pattern at least twice in a short period of time (see CWS' trip report: http://www.flyertalk.com/forum/trip-...onfession.html).