I went through customs in Scotland with my guitar and they asked what I would be doing. I said I was going to a music festival. They asked if I would be playing and I said yes, but just informally (which was true!) and the customs officer told me to have a good time! I was in Glasgow not too long ago and sat in on some great sessions at the Lismore Pub off Byers Road in the West End. I didn't have my guitar with me but they lent me one. I have heard of people being questioned when they went through customs with instruments in the US but if you just say something such as "I'm an amateur musician and I like to jam with my friends" I'm sure that's adequate to get you through.