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The answer actually depends on the mode of travel. If you are flying then be prepared to convince the INS of the reason for your travel. Depending on the reason the officer may or may not allow you into the US. When leaving airports like Toronto / Montreal / Vancouver the US immigration happens in the airport of departure itself. This is known as PFI - pre-flight inspections. The officers have routinely denied entry for valid passengers in the past.
Now if you travel by road the questioning may not be tough but could get tougher based on your response for travel into USA. It is possible that the boreder control personnel to arrive to some conclusions based on your reply. Sometimes they ask to see in the car, inspect the trunk etc... which might give more clues to the amount of baggage you are carrying. For example if you are planning for a 2 day trip and carry 4 big suitcases, it sure does raise some questions why for a 2 day trip you require that kind of baggages.
Anyway be truthful to the questioning. Never give information unless asked for. Your rejection for a visitor visa will not be the reason for denial of entry now. Some people I know tried to cross into the US while being a landed immigrant and did not have a job in Canada. They were turned back. It is advisable to have pay stubs, rental contract (if renting a home), or mortagage information handy when you travel. These documents can show evidence of your status in Canada and the intent to return back to Canada. You should obviously carry the passport and landing paper nevertheless.
Well there might be other cases that would have travelled into the US without the precautions that I have mentioned. Your mileage might vary. This is not to be construed as legal advice.
Thanks
p4waitin
