The golden rule is that you should not advertise something you can't fully back up or stand behind. That being said, I recognize that some people will not have that option. Perhaps you made poor choices early in life and a lot or most of what you've done up to this point is questionable. I don't know what your particular story is (and I don't want to know either). And leaving large gaps on your resumé is equally suspect.
If you put something like that on your resumé, be prepared to be asked about it. Especially if you write stuff like "Project name: Withheld" or "Confidential" or "Client: N/A" - that only piques the interest further as it makes those things stand out.
So, if you need to put "questionable" things on your resumé, be brief. Don't describe details, limit to technology and area, like "Built data-mining tool using technologies X, Y and Z". If and when an interviewer asks about this, you have the option of elaborating and, possibly, turning it to your advantage. If what you did was ethically or morally questionable, you can give context and describe it as a learning experience. Describe why you did what you did, what you learned and why you would not do it again.
If what you did was illegal, don't mention it. Ever.