The worst was the first time.
I didn't know what to expect or how long it might take, and I wasn't as prepared as I could be.
You sit there sweating, wondering what's happening and why there is an issue. And you want to help, and offer information that might smooth the process or speed it up, but they're not interested in your opinion they will take their time to determine whatever it is that they are looking for from other parties.
That first time I was asked for paperwork that I didn't have on me, things stored in email were useless to me (I couldn't turn on the laptop, it wouldn't be trusted as information, etc), and I'd left most details in my laptop except for the hotel details.
It's the sitting there, not knowing, as hours drift by and you wonder whether your bags are still safe as they sit on the baggage collection belt. As you wonder whether the hotel has re-sold your room as you are a no-show now. Whether the public transport still runs or whether you have to get an expensive taxi.
And all the time you know you're held in this interim place and there's definitely no guarantee you'll be let through. So there's a fear that you could be going home and whatever plans you've made will come to nought, and that you'd be humiliated by the process as you'd have to communicate to peers or potential clients that sorry you're unable to meet them.
The isolation is the hardest bit the first time this happens.
I've never had a visa or entry declined, and whilst secondary can take hours (of sitting in silence as the fear touches everyone at some point) it's only taken a few seconds once I'm finally called and the staff are always polite and as friendly as you imagine they could be.
In preparation just print everything you could possibly need: contact details, meeting details, entry tickets to conferences, work schedule, accommodation details, things to prove you have plans to leave. Make sure that people on your contact list know that they may be called (they were my first time, but to my knowledge they no longer are). Take a book or two. And put a few snacks in your bag from the departure airport.
Nowadays I just read as peacefully as I can. Sometimes on a busy flight, if it's a large conference or event there will be someone I know also in the tech industry and attending something. So when that happens I find it can be a good time to have a chat and catch up with someone.
Secondary takes hours, anyone can deal with that. The real problem is the visa takes weeks or months. I've missed conferences, missed meetings, missed a friend's wedding. Real-life events sail merrily by as you wait to hear from the US embassy.
The real problem is what affected Adi Shamir's visit. Visa's shouldn't take an indeterminate amount of time to process, and I've also done it so many times that they know everything there is about me (and probably Adi too) already.