Instant response with authorities is always to deny, deny, deny.
When I was arrested, they asked us if we had any marijuana in the car, and we both, very sweetly go, 'noooo', and one of the troopers ***** his head at us and goes, "guys?".
After the initial response of 'lie to them', it turns out wdwf's response is to sing like a canary, and then my car was turned into a drug dog training center and that was pretty interesting, I guess.
But all of the guys at the border station were cool, and told us that since we cooperated fully and didn't give them any hassle and let them use the car for the dogs for awhile, we'd get off pretty easy.
Moral of the story: LEAVE THE #*&@ SHIRTS AT HOME.