"Is it a hassle to get off the plane in a foreign country? Do you have to go through extra security or anything like that?"
That varies with which airport you are coming from, which airport you are changing in, which airport you are going to, and which airlines are involved. I know that's as non-specific as an answer can be, but it's true.
Also remember that customs (control of goods), immigration (passport control) and security are three different things. You may go through one but not the others, at various points. And although in the US people often say "customs" to mean one of the others, in Europe they use the terms correctly. (I saw someone in Dublin ask if he had to go through "customs," be told no, then be confused when he had to go through immigration).
If you specify which airlines and routes you are looking at, people can give you specifics. However, realize that even if the information you are given is accurate at the time you are given it, it can change. For instance, until about two years ago, a flight from the US through Madrid to France did not require going through passport control on arrival in France (only in Spain). Now, there is a second passport control step on arrival in France. So, be prepared to go with the flow. You won't be allowed to skip any necessary steps.