I've shopped a bit in TJ and Nogales. Just a few points to add. When you go into a pharmacy and asked for any controlled substance, do so when the pharmacy is fairly empty or ask when you can not be overheard by others. If they tell you it is by prescription only, ask where you can get a script. Pharmacies don't haggle as much as other Mexican vendors but will sometimes drop prices a bit, particularly if you buy more than one item. Prices have gone up and it is more difficult to find the great bargains.
US border folks make up their own rules. I had one confiscate retin A skin cream. A second time a guard wanted to take away Zithromax, that time I asked to speak to a supervisor and was able to bring it in. As to declaring or not declaring what you have, I've done both and will leave that up to you to decide what is best. A friend declared 50 each of Xanax and Valium without an issue on a recent trip. Do not declare any Cuban products, this includes liquor. There is a great Cuban rum but it is illegal to bring it in to the US.
Have fun.
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