Zip it up, and don't tell em that you are going to a porn convention
From experience I usually just tell customs guys that I'm going on vacation... unless I'm bringing stuff that makes it obvious that its not a vacation - but then shipping stuff down is way easier.
When you tell em your going to a trade show for business then they have all sorts of questions, or think you are trying to work illegaly.
I've never been pulled over for a more thourough search except when I tell em I'm going for some work purpose.