I have flown via Vancouver from Europe and it was quite painless. When I left the flight I was taken to the Customs and Border Patrol and was asked to verify my luggage. The officer only asked why I was in Canada and I said "I was in Transit" to the USA. Then I was taken to the US Border Patrol Passport Kiosk where I swiped my Passport and was asked to take my photo. Then I was asked the normal declaration questions and a receipt was printed.
I then took the receipt to the next agent and then proceeded to the TSA Security Line. All in all it was very easy.
Since you are not transferring all you will do is go through passport control on arrival and on departure you will be in the US Pre Clearance Area depending on if your airport offers this and you will arrive as a US Domestic Passenger .
I think I will go via Canada to and from Europe so that I can arrive into the US as a Domestic Passenger. I wish all US Airports would offer this Passport Kiosk to all passengers as it saves time from filling out the cumbersome form and it can be translated into other languages as well.