Oh god, customs regularly had a heyday with mine any time I hopped the border down to the states. One even got swabbed for drugs. :S

That being said: From doing a Japan trip with and without a dorrie, If you're going to meet anyone with dolls (ie Inertia XD) it's worth taking him. If not, don't. You don't want to have to lug around any more luggage than needful ;)