Don't drive into mexico unless you have special insurance. You can get yourself into a lot of trouble if you get into an accident if you don't . Your US insurance is not going to cover it. I would not recommend driving into Mexico for a day trip. Just walk across.
There may be a long line coming back. There is another gate just east of this entry and there is usually a lot less busy. It is about 10 minutes walk.
You have to bargain when you shop in Mexico. Be careful about what you eat in Mexico, you can get diarrhea. Don't drink the water there. Drink beer, can soda or bottled water.
Have fun and be careful. There are a few good restaurant in town, but you have to have a car. You can read my reviews on those. I work in Nogales pretty often so Ihave been to most of the good restaurants down there.
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