I have to fly sometimes as many as 6 times a month for my job. When I'm on the road, if I have some extra time, I'll always try to visit one or two local hobby shops and, over the years, I've purchased many items that I had to bring home with me.
Since I never check a bag when flying on business domestically, I must also carry on whatever train items I have purchased. I always leave these in the paper or plastic bag from the hobby store and simply place the bag in the plastic bin to go through the x-ray machine. Although the screener may occasionally back it up and take a second or third look at it, I've yet to have any TSA screener give me a hassle about whatever is in the bag.
Since the TSA and how they interact with folks has kind of worked it's way into this thread, I'll offer my best advice from years of flying. First, wear shoes that you can easily slip on and off without having to untie and tie. Before you get in the line for security, take everything out of your pockets; change, cash, keys, Chapstick, your wallet, cell phone, wrist watch, whatever and place them in your carry on bag. Keep only your boarding pass and photo ID. When you approach the TSA officers, keep your hands out of your pockets, make eye contact and ALWAYS be polite. This doesn't mean that you won't occasionally come across a screener who is having a bad day, but from my experience, it normally seems to get me through the security screening process with a minimum amount of aggravation.
Curt