I don't do it much anymore, but I used to travel internationally a lot, including a LOT of trips to mthe (then) Soviet Union and Eastern Europe. I became convinced that the United States is the hardest country in the world to get into; and it doesn't really matter whether you're a US citizen or not. A couple of weeks ago, coming back from the Cayman Islands (during Mitch) through Atlanta, my wife and I were berated by a Customs Officer for going to the wrong side of his podium - plenty of space on both sides and no arrows or anything. His remark: "Can't you see we're all facing the same direction?".
On the other hand, getting OUT of the country is easy. I'll never forget one experience coming out of the (then) USSR. The metal detector went off. I was ushered into a little booth, where the KGB (Russian for Customs, not necessarily spies) guy had me empty my pockets. He went through the change and asked if I had any silver dollars. I said no. He then took one of each coin, gave the rest back to me and let me go.