In 2001 and 2003 when I left the country on my own boat I researched to find out the proper procedure.
I was very surprised to find out that the proper procedure was NONE. You just leave.
If you wanted you could file a "float plan" with the harbormaster or coastguard so they'd have an idea where to look for you if your boat falls apart and you don't get to your destination. But you didn't have to.
There was no permit to get, no form to fill out, no stamp to put in your passport. You just left. You could decide where you were going later. Thats what leaving was like. All the checking happened on the way in. And in most places there wasn't much of that.
Customs cared that you might be transporting stuff. So they wanted to hear that you arrived.
You were supposed to go to a "Port of Entry" which in s.e. Alaska is Ketchikan. That's about 100 miles from the actual border. After you get to town you go looking for the Customs office. They had a piece of paper on a clipboard. I wrote my name and what my boat was. "home made canoe". I could have done it by calling the customs "clearing in" phone number 1-800-827-2851, but I wanted to do an extra good job.
I was so happy and proud to be an American. A free country. They don't care what you do. You can leave or come back if you want and you don't have to get hassled by jerks in costumes.
Now that the terrorists have won and we've decided we hate freedom also, there are some dumb new hassles. If you want to go in and out of the country on your own boat you have to go to some office with three forms of id, get fingerprinted, pay $16 and buy a sticker to have the right, which lasts a year.
There are some other methods also. I couldn't make any sense of the crap on the "homeland security" website, supposed to be the real source: http://www.dhs.gov/dhspublic/index.jsp
As you can see, their mission is to advance their careers, try to look good, and waste people's time with useless crap. Meanwhile, other branches of government are devoted to creating as many terrorists as possible. (Ooops. I forgot title wasn't "why to escape"). Anyway,
The "Lake Ontario Sailing" website is much clearer on how to deal with the new red tape:http://www.lakeontariosailing.com/Reporting_requirements.htm
By the way, as Chomsky says, the message of all this ranting is not that our government is bad, but that we all should get much more involved with it, because it represents US.