We use to go between Windsor and Detroit all the time. They interrogate you like Nazi's.
I had a roommate in college who was Canadian. He told me the way to keep Canadian Customs from searching your bags is put dirty underwear on top of your clothes when they open your bags. Make sure they are the white kind with skid marks and pee stains. He told them he was doing his laundry in Canada. He said it worked everytime :)