US Immigration
I have one piece of advice - if you are considering leaving things such as headsets at home so as not to make it obvious you are on a flying holiday. Bear in mind that you go through immigration BEFORE you collect your luggage so there shouldn't be any kind of problem if they are stuffed full of flying stuff.
I had a recent run in with immigration which would be funny if it wasn't such a pain. A friend and I flew our Mooney across from the UK to Chicago. We had assumed that crossing the Atlantic was the hard bit but US customs and immigration made the whole thing a farce. To cut a long (6 hours of phone calls!) story short I was not entitled to fly across the border on the Visa Waiver Scheme as this is for airlines not private aircraft. My friend had a visa from a previous (working) trip and so he had to fly across the actual border and pick me up at the nearest airport on the other side. I crossed by taxi having found two airports 10 miles either side of the border. The reason for the 6 hours of phone calls was that they initially insisted that a British aircraft had to clear customs at Detroit or Chicago first in case "we were carrying foot and mouth" but we eventually got let off this requirement.