A few year's back, my friend's father in law had purchased a Rolex while on vacation. To avoid paying duties upon reentry, he mailed back the box and papers separately. He was picked out for a random search and they nailed him on the watch. He forgot to include the receipt in mailed package and they found it in his wallet.
He is a prominent local business man in his community and they posted his offence in the local papers. He is now flagged and is always searched on reentry. So make sure you carry the right receipts.
I doubt they would hassle you about items that looked worn. But if it looks new, be careful.