As an EU citizen you get interrogated why you're visiting the U.S. When I was in SF for WWDC, it was easy, "I'm here for Apple's WWDC". Any other time it's been a 15 minute ordeal of explaining what computer software is exactly and how my international contractor relationship works and why I'm not going to escape into the forests and become a day laborer. Once they even asked for a bank statement. In no other countries I've traveled to (20+) have I had to explain why I'm there aside from checking a box on a paper form.
As a US citizen I've been hassled in much the same way by the UK (the Schengen zone is generally much easier). I've had to produce both bank statements and proof of onward tickets. I've been to a ton of other countries (30+) and your method of entry (train, car, boat, motorcycle, or air) in general effects how difficult the entry is more than anything else.
