Travelers arriving in the U.S. will be required to make a customs declaration. Individuals 21 years of age and older are allowed 2 litres of alcohol and 1 carton of tobacco products duty free, as well as a reasonable number of personal gifts. Upon presenting your passport with F-1 or J-1 visa, you will be given an I-94 card. This document must be retained until you leave the U.S.
Other countries have similar regulations which may generally be found on their websites relating to student visas.