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If you're importing anything then you have to declare it to customs. Whether there's any duty to pay or not is a separate question (that's where the $800 limit comes from). So yes, if you bought books or CDs in the UK and you're bringing them back with you to the US - you have something to declare.
It doesn't have to be very detailed though. On the form CBP 6059B (or its electronic version) there's a total value on line 15 and itemized list on the back. The instructions on the form for US residents say "declare all articles that you have acquired abroad", but I believe aggregating is OK. For example, if you bought 5 books - just list "books" and total value, I don't think you have to list each book individually.