There's probably not much of a point to get to Canada just so you can avoid the TSA. Canada has their own version of the TSA as well, and you'll have to pay for it either way. Same goes for when you leave to come back to the US. I find the USBP to be just fine when entering the US. You have a US Passport and thousands of tourists travel between Europe and the US everyday, and they know that. I don't think there is really anything to worry about when it comes to US Customs. Same goes for entering the EU.
Can't say about back and forth US and Europe, as I have never done it, but did spend 17 years of back and forth US and east Asia. My worst and silliest customs experiences were always entering the US. My high point remains one occasion at Seattle when entering with oldest son. We handed over two US Passports, and the first question we were asked was, "Why are you entering the United States?"