I went with my family for a daytrip over the border, must have been about 1997.
I mostly remember it being market stalls and halls just selling tat or knock off goods. As a tourist, you can buy things stupidly cheap, as I saw people just playing off the traders selling the same as another one. For instance, I saw a kid buy some fake Oakley sunglasses, and the first person he looked at them from wanted $32. The guy next to him said he would do them for $10, until they eventually haggled themselves down to just $2!
There were also lots of places selling handrolled cigarettes which were put back inside old cigarette boxes.
We went to a restaurant, which was really funny because they had obviously tried to theme it in the style of those Americana restaurants, like we even get here in the UK, you know where there are bits of traffic lights and hockey shirts and items on the wall. This however, was a Mexican Car themed restaurant, but all the bits of car on the wall were old, like bits of rusted exhaust pipe! There was a traditional four piece band who came and played to use at the table... think the three Amigos, but with four of them and they were so old they might die! Finally, the toilets were some of the grubbiest I'd ever seen and there was a little boy in there who was like the attendant. When I went to wash my hands, he shoved this grubby soap bar into them and swirled it around, then stuck out his hand next to a sign that said 'Your Tip is my Wages."
The best part of the entire experience was probably when we took the bus back to the immigration/car park checkpoint. As a young Mexican guy jumped on with a guitar and started singing and he was really good and everyone on-board loved it.
It was interesting as an experience, but I don't think I'd want to go again.