I always tell the truth, whichever it is.

I go over to Sweden just before Christmas every year for a big party in the bars and restaurants of Copenhagen and Malmö. When I came back last time (when asked the purpose of my trip) I answered "drinking". The agent asked if I had a good time. When I smiled and said "you betcha" he stamped my passport and welcomed me back to America.

On my last quick turn mileage run to Germany I answered "Mileage run". "Oh, you're one of those," the female agent said, "You guys are crazy, you're going to get clots in your legs." Stamp, and done.