Fly to a state with no sales tax. Portland, Oregon serves this purpose for high end shoppers that come from out of state and out of the country. Folks fly in to buy their Rolex, Gucci, etc, with no tax.
1. Yes they will if they suspect you (age group, clothes, newest phone, certain flights like LAX, LGA) as all custom officers all over the world do. As my bags have been searched every time I've entered the US.
US customs won't care if they find new electronics, so they're no problem (they are annoying, with the suitcase thing at port-of-entry, but no problem). As for German customs, I don't know, but: do the initial leave out of Germany over the road where there's checks only in theory and leave from an airport not too far over the border. You can probably get a cheaper flight in the process (e.g. Fly from Basel)