I've had several ugly situations while entering the US. Last time I visited (March this year) I went through LAX. I was greeted very nicely by the officer, had all my paperwork done and off I went. Then I went to Baja California (MX) where I would stay at a friends/client house.
Then I had to cross the border (through Tijuana) to go to a marketing expo at AZ. The experience was nerve-wrecking. The border patrol officer started telling me I was hiding something because of my body language (apparently he saw too much "Lie to me") and started questioning why I had friends in the US, how had I met them and so on. After about 20 minutes we were let go. Like I said, I've worked at immigration in my home country, so I know how it works and stuff, but there are more professional ways to handle matters than just accuse people, push and see if they bite.
Also, what I missed to add to my comment above... In (most) mainstream US movies, you see that no matter what your job is you can lead a pretty nice life. Even if you work as a bartender, you can have your small apartment and be in charge of your life. I don't think it works like that. I met a client that was a school teacher and he was broke. Some of my clients have declared for bankruptcy, and some very, very rich clients have lost a lot of RE and have to downsize their homes by an order of magnitude.
I know it works like that pretty much everywhere, but for some reason all this things I imagined as a kid, stuck with me until I visited the US. It's like deep down we hope there's a place were things are better, and the US could be that place; so we buy into the dream (until we realize it was a dream and there's no such place).