I haven't traveled that extensively, but every time I've entered a Schengen country with nothing to declare, I've been able to walk right in after getting my passport stamped.

Every time I've returned to the US, however, I've had to go through an exhaustive baggage screening and pat-down before I could even board the plane, and then stand in line for half an hour in Immigration once I got back, filling out an entire form to declare that I have nothing to declare, and answering random identity-verifying questions from an immigration officer. I feel tired and uncomfortable just thinking about it.