The first couple times I went, I was asked a litany of questions, some of which I just didn't have the answers to at that point (e.g., IO: Where was your boyfriend posted with the military before this current posting? Me: Northern Ireland. IO: Which base? Me: The RAF one? I don't know - we weren't dating then!) On my second visit, which was only for a few days, the IO asked/commented: "Why are you only here for a few days? How can you afford it? You know, it's cheaper if you stay here for a couple weeks." Me: "Yes, but unfortunately, my *employer* doesn't allow me to take off for such a long time." Sheesh!
By the third and fourth visits, I don't remember being questioned as much. And by the fifth time I entered, I was on a Tier 4 visa.
As far as grilling in the States, my husband has gotten it good. Each of the first two times he visited, he was taken to the "back room." The first time, the IO wanted to see evidence of his military service. He shows the IO his card, and the IO comments: "This is expiring in two months." My husband: "Yes, but it's not yet expired, and I'm going back in a week." The IO then asks for proof of his return ticket. My husband of course forgot to print it out, but has a copy on his iPhone. He suggests showing that to the IO, who barked: "You can't have that on here! You're required to have printed proof of your return!" So my husband goes to the back room; waits an hour for someone to tend to him; and when someone does, he just shows him what's on his phone. Took all of 2 seconds but nearly cost him his connecting flight.