I knew some programmers who worked for a EU company that had a military contract.
When they traveled to US (talking around 2005 here), their entire harddisk was encrypted and they got a short education on how to handle certain suspicious situations.
US is known to use intelligence data any way they want, including economical gain. So if your laptop contains any confidential data of any big European company, it's already a good idea to not make that data available.
The whole Edward Snowden debate was only an issue because US was collecting data of their own citizens. Let's be honest, nobody cared who they were spying on abroad.
It's really sad to see how "friendly" nations treat each other like that.
So to answer your initial comment: The one who has the confidential information is not the spy. The spy is the one who wants to get access to it.
The normal user browses the web and almost nothing else.