Hopefully I can answer these questions without being excessively long-winded about it. It sort of depends on who the "they" is. Generally its a lot easier dealing with aliens apprehended in the process of entering the country (either in the process of sneaking in, or in a stash house before they begin their journey to whatever part of the U.S. they wanted to go to) than aliens who have been here a long time.
In answer to your initial question no, not always. In fact, many aliens never see an immigration judge, even if they are seeing a regular judge for another matter. There are 4 ways to put someone out of the country that I deal with:
1) Voluntary removal: This does not count as a deportation on their record. It's only available to Mexican citizens (possibly Canadians too but that clearly is less of a problem area), and only if they have relatively few prior apprehensions for illegal entry and lack other criminal history. Basically, we take them to the bridge and send them back. This is the least preferred method because it has the least deterrent value, but it is fast and easy. There is a similar procedure available to aliens who have been here a long time from other countries called voluntary departure, but I haven't ever dealt with that. It does involve seeing a judge.
2) Expedited removal: This can only happen to aliens apprehended within 14 days of entry, 100 air miles of the border, and who have other criteria as well. In this case, the immigration officer orders them removed without further proceedings. This basically is to keep the immigration judges from being overwhelmed with the large groups apprehended in border areas. It does count as a deportation, and can be applied to aliens who are not Mexican. It can even be applied to aliens who are going to the regular judge for criminal proceedings, whether that's a Federal judge or a local or state one. For example, a drug smuggler might have to go to the Federal magistrate for drug charges, serve whatever sentence he's given, then be promptly deported under expedited removal after he gets out of jail because he was apprehended in the process of bringing the drugs across the river. The alien can refuse to sign papers and get in front of a judge by that means, but all he's really doing is dragging it out.
3 Warrant of Arrest/Notice to Appear: This is when aliens go see the immigration judge, which may or may not also involve a trip to a regular judge if they're charged with a criminal matter as well. The judge then hears their case. Juveniles are more likely to take this route, as is pratically any alien apprehended after being in the U.S. for any length of time, or out of the border area (the border area being within 100 miles of the border).
4) Reinstatement: If records checks indicate the alien has a prior deportation or removal still in effect, the immigration officer may order it reinstated without further ado. The alien can request a hearing before the judge to contest this determination, but as a practical matter that's not going to go well unless he happens to have someone that looks like him and has similar fingerprints because records checks start out with a photo and fingerprint comparison.
The alien is entitled to an attorney if they go to court, but not if they accept Expedited Removal or Reinstatement without contesting it.
The decision of which process to follow is taken by the supervisor after review of the initial fingerprint and photo check and the file is assigned to an agent that then processes the file. Once complete, it must be signed off on by both a supervisor, and a higher-level supervisor such as a watch commander, agent-in-charge, or chief. Then, the alien goes to regular court if charged with a criminal violation, followed by immigration court, or his expedited removal or reinstatement. Aliens charged with crimes are never given voluntary return.
A person claiming to be a United States Citizen, whether entering the country at a port of entry or not, must establish to the satisfaction of the examining officer that he or she is a U.S. citizen. This may sound arbitrary but in practice it is not; the officer does not get to set any arbitrarily high criteria he wishes for "his satisfaction" and if deportation proceedings are commenced against a person insisting they are a USC, that case will definitely go to a judge. No one gets put back out of the U.S. right on the spot; aliens presenting visas and passports and trying to enter legally can be denied entry but they obviously are not claiming to be USCs if they are trying to make a legal entry as an alien.
If that person has no documentation on them, the examining officer will ask their name, date, and location of birth and records checks will be run. The officer will also ask them some basic questions to see if they can answer them, such as "what are the colors of the American flag?". If the person gets the colors out of order, they most likely aren't a USC. Granted, you can have cases where someone tried to have an anchor baby and the person is coming in has not grown up in the US, but that's what the records checks resolve - and generally, a person whose parents have told them "you're a USC" won't bother to try to cross illegally because they believe they have a right to enter and will go to customs, which is good because it's a lot easier to clear things up that way. When you apprehend 20 muddy people in the middle of nowhere and one claims to be a USC there's one of two realistic possibilites: He's a guide for the group (and might actually be a USC) or he's just lying.
If the person has other corroborating information such as "this is my SSN" or "you can contact Joe Blow who can vouch for me" it's basically the same process except that the extra information just makes confirming or nonconfirming the story easier.
As for fraudulent documentation, that happens, and there are techniques for detecting it. There's been some training emphasis lately on detection of them, but I don't want to go into that; the details are just endless. The "acquiring an SSN" is rather more sophisticated than the vast majority of fraudulent documents; most of them are simply fraudulently acquired, altered, or straight-up forged.
This particular case really goes outside the bounds of all of this. The system is designed to catch people lying about their right to be here, not lying in order to get themselves deported. It's kind of like that Life of David Gale movie; despite its pretensions to the contrary it's not an impeachment of the death penalty because, no matter your feelings ont he subject, it's hard to complain that a guy got falsely executed when he, himself, was complicit in his own framing.
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