Sorry for the length of this post, but you asked for first hand experience -- here's mine. I won't comment on whether or not it's worth the hassle. I'll just tell the story and let you decide.
Scenario -- we're in the Caribbean and planning a trip to Alaska (think bears). I wanted to have a large caliber hunting rifle with me in the Alaskan wilderness. Last opportunity to get it on the boat was a quick trip home from St. Maarten in December (we were leaving for AK via Panama just after Christmas).
So -- before leaving St. Maarten for Christmas, I trot off to the customs office where I checked in the boat to inquire how I go about bringing the rifle back with me on the plane after Christmas. They referred me to a lady at the main customs office in Phillipsburg. She didn't know how to do it, but said she would ask the boss. When she couldn't get an official answer in time for my departure several days later, she told me that the big boss said to declare it when I got to the airport and she gave me his cell phone number in case I had any problems on arrival. (I won't go into the requirements for flying w/ a gun and ammo out of the US, but it's possible.)
On arrvial back in St. Maarten a couple of weeks later, as the baggage was coming off the carousel I wandered into the customs office and declared my rifle to two officers in black tactical gear. One, a tall, blonde very pretty Dutch lady, seemed very confused as to why anyone would do such a thing -- and didn't know how to handle it and seemed pretty cranky. She started calling around...I suggested she call the big boss and gave her his cell phone number (I think it helped that I had his private number because it indicated that I really had tried to arrange things a head of time). She call's the big boss and he's still not sure how to handle it. The problem was that the local law said you can't 'import' a firearm into St. Maaten without the permission of the Deputy Prime Minister and that you had to have an 'export' permit from the country of origin. I had neither.
At that point said that I didn't want to 'import' it at all because I was 'in transit' and would be leaving shortly with the gun. I suggested that the customs officers hold it 'in bond' until I left. They were'n't sure how to do this, but it was eventually worked out -- they took the rifle and ammunition (in it's locked hard case) and copies of everything: my passport, my permit to carry, the paper from the TSA showing the gun had been inspected at the airport, etc. (An aside -- the more paperwork you have showing that you are licensed by your home government to carry firearms and that you have been reporting the movement of the firearm while you've been traveling the better off you'll be). They said to call the head office two days before I was ready to leave and they'd work out how to get the gun back to the boat.
Two days before the planned departure I called. I was told to show up at the main customs office in Philipsburg at 0800 the morning of our departure. I arrived a few minutes early and had coffee with a very nice customs guy who eventually handled the release of the rifle to me. BUT -- he said he'd have to drive me back to the boat. On the ride back to the boat, he gave me the background on what had happened -- customs in St. Maarten is concerned mostly with drugs and money laundering. Firearms was a 'police matter'. Customs had done me a favor by preventing my situation from becomming a 'local police matter' -- he didn't say why, but I inferred the local police are not flexible unless 'accomodated' in matters such as this. He needed to drive me to the boat because it was against the law for a private person to have a firearm on a 'public way' in St. M. We arrived at the marina, he gave me the rifle case, noted that the customs seals were not to be broken while in St. Maarten and I hopped in the dinghy and left that afternoon.
On arrival in Roadtown, Tortola I immediately went to the customs office to check in. It was about 15 minutes before closing. I filled out all the papers and was about to leave when I realized they had not asked if I had a firearm aboard. I mentioned that and the customs officer, a lady, sighed and said, "You're not going to do that to me, are you?" She said I was to report back to customs the next morning with the rifle at 0800 sharp. She also said she hoped I wasn't boarded in the interim because it would create a big problem.
Next morning I show up at customs where I'm driven by a customs officer to the police station. There we spend about 45 minutes finding the guy who deals with guns on boats. Eventually, we find him and he 'logs' the gun into the BVI system. Again, copies of everything are taken, lots of papers are filled out, lots of signatures and I depart without the gun. Two weeks later, as we're ready to depart for the USVI we go through the same process, but this time I'm allowed to take a taxi back to the boat with the gun in the trunk of the taxi.
In the USVI no one asks about firearms at the customs office, but again I mention it and I'm told to just note it at the bottom of the custom's form. The gun stayed with us on the boat -- St. Maarten and BVI customs seals intact. I later learned that getting a gun permit in the USVI is a very complicated matter and that having a gun in the USVI without a permit gets you big fine and maybe a multi-year term in the local prison. I guess I was lucky.
In Puerto Rico, next stop, it was no problem.
In Panama, I mentioned it to my 'agent' and the conversation goes like this: "Is it your personal firearm?"
I said, "Yes".
He says, "Well, no problem -- don't declare it, lots of people have personal firearms here".
A few days later I asked again and got the same answer -- it was best not to say anything. I didn't, no one asked, we had no problems or boardings etc, and we left w/ the gun on the other side.
In Costa Rica, I checked in and when at customs (CR check-in requires visits to four different offices), I filed a piece of paper with the boat papers and other forms they required that I titled (in Spanish) "Firearms Declaration". I included all the info on the rifle -- serial number, caliber, type of action, number of rounds, etc. The lady looked at it, put it on the bottom of the pile of papers that she took to a higher official to sign. Don't know if "el jefe" saw my declaration or not, but our clearance was immediately forth coming. No further questions asked. I later asked the marina owner about firearms in CR and he said the official position (national law) was they weren't allowed, but that they let the local customs guys handle it and they don't give any guidance to them on how to handle it, so the local customs guys tend to ignore the issue. I think this puts people like me at risk, but what are you going to do? I had no problems in CR or on checking out.
Hawaii -- I mentioned it to the customs guy at the end of the check-in, becasue he hadn't asked. I said, "You haven't asked me about booze, drugs or firearms like they do in other countries".
He says, "Do you have any?"
"Sure, lots of booze, perscripton narcotics and a rifle".
He says, "Did you acquire the firearm abroad."
"Well, no problem then."
In BC, Canada, several months later -- I declared it. They took all the info over the phone. They also took my credit card number and charged me $25 for a temporary gun permit. They were much more interested in the case of rum, four cases of wine and two cases of beer I had aboard. They issued me a 'warning' and said to never come back into Canada with that much booze or they'd levy a significant duties on all of it.
Back in the States (Washington) -- No one asked, I said nothing and flew home with the rifle after winterizing the boat ashore.
While in AK, we saw lots of bears at a distance and always carried the gun while ashore in the wilderness. One day at a bear observatory a bear came within 20 feet, but he immediately backed off without incident. We enjoyed our long treks through the woods much more knowing we could protect ourselves. I'm not sure we would have enjoyed our time in the woods as much without the rifle. For me, it was just another piece of safety gear I hoped we'd never have to use. We're headed back to the Caribbean next year. The gun's staying home.