Definitely dress conservatively. Take out your facial piercings if possible and remove your hat and sunglasses, they like to be able to see your eyes. Have both your photo ID and your birth certificate in hand when you pull up...if they see that you have your papers out they are less likely to ask to see them. Declare any cigarettes and alcohol. Be friendly and don't act nervous.
For the most part, going into Canada is a breeze...coming back into the States is the hard part, especially if you're coming through at night or you look like hell. The Americans are much more likely to search you than the Canadians, so be smart and don't try to pull any stupid tricks. Leave the contraband at home, and this includes rave flyers. Be discreet...in their eyes every raver is a potential drug smuggler, and it doesn't take much to get you a trip to the naked fun room.
And have fun.
