We've flown many times to the United States, with flights to Honolulu, Los Angeles, San Francisco (and also direct to Vancouver in Canada). Some of the U.S. Immigration agents we've come across are much more direct than N.Z. immigration officers, almost to the point of rudeness. It is important though that even after a long overnight flight you stay polite and answer their questions as nicely as possible. Remember that they do have the power to exclude you from entering, or transiting, through their country without needing to give you any reasons.
We do try to avoid Los Angeles if possible. The airport is huge, with international flights arriving every few minutes, so the immigration experience in Los Angeles is often lengthy and not particularly pleasant. If you have an internal flight, there are several different terminals at L.A. International Airport so you may have to shuttle to a different one. In contrast, immigration through either San Francisco or Honolulu is much closer to a New Zealand experience, and our travels through these airports have always been pleasant.. The fewer flights mean that that the immigration officers tend to treat you more as fellow humans than just another statistic passing through the gate, and there is just one large terminal in each airport that caters for both international and internal flights (although Honolulu does have a smaller terminal for inter-island flights). Flying to Europe through Vancouver is also a nice option to avoid any U.S. airport hassles.
Unlike most other countries, in the U.S. all passengers must go through the immigration and customs procedure even if they are just in transit. This does mean that passengers passing through on their way to Europe must enter the U.S. with their luggage and then re-enter immigration before re-boarding their plane. When flying in the U.S., whether its an internal or overseas flight, flight security requires shoes and belts off before passing through x-ray scanners, and often the security agents will do a pat down as well. Again, don't annoy these people, they have absolute power to prevent you boarding your plane.
Any in any airport, anywhere, NEVER joke about bombs or terrorists, you definitely won't be flying anywhere if you do.