U.S. Customs will charge you duty on many personal items, if you cannot prove that you own them. Acceptable forms of proof are original sales receipts, insurance policies, or appraisals of valuable items.
If you would like to avoid carrying original receipts with you, you can register items such as laptop computers, guns, and CD players with Customs, as long as they display a serial number or some other unique and indelible marking.
To register, visit a Customs & Border Protection office and request a Certificate of Registration for Personal Effects Taken Abroad (CBP Form 4457). Or wait until you reach the international airport from which you are departing and get the certificate while you are there, if there is time between planes.
The effort is worthwhile, because the registration remains in effect for as long as you own the item. Just keep the certificate and bring it with you on future trips.