I once spent about three hours arguing with immigration officials in "the back room" after a friend decided that "tourist" was a better answer than the real reason (going to a wedding, staying with my family)—but that didn't quite match up with other details ("where are you staying?" "how long are you here?" ...). [Note this was also prior to 9/11, and they probably err on the side of "grill" more often these days.]
The guy that did most of the grilling in that case (and who seemed pretty sharp) ended with this advice: "next time just tell the truth... it's a lot easier for everybody."
I think that's pretty much true.
Explaining a non-lie can be annoying as well, but not having lied is a much better position to start from.