Interesting question - without getting into the OLD "guns aboard or not" debate.
I'm pretty sure that you will always get them back. It becomes a pain in the butt however when you clear in to the southern end of a country (for example) and wish to cruise the coast and then clear out in the north of the country.
As you mention from reading the various countries' regulations on the Cruising Wiki
, MOST countries require declaration of weapons, MOST take these into custody but some will allow you to keep them in a sealable locker aboard (if you have one) so perhaps it is better to install a gun safe aboard for these instances.
It is also interesting to note that in some countries even pistol flare-guns must be declared - and even spear-guns in some places.