<font face="Verdana, Arial, Helvetica, sans-serif" size="2">but usually a raised eyebrow or two when I return to the US.</font>
My experience, too.
I've done turnarounds or very short stay trips through LHR, MXP, DUS, FRA, SIN, SEL and PVG and have never had issues - they may think I'm nuts, but no issues.
The worst I've ever had was in February @ SFO where the roving customs inspector asked me what I did, what kind of law I practice, who my clients are, did I have any paperwork from work that I could show him, etc.
Although I've never been on a MR through Canada, which seems (by far) to be the worst, my rule is "tell the truth." There is nothing illegal about a MR - weird? Sure. Illegal? No. Especially not coming to your home country. Lying to a customs official, though? That's illegal and can get you in a world of hurt.
Greg