Here is a little tip for those crossing the border back into the US from Mexico:

Always buy a bottle of Kahlua. It is half-price or less than in any US store. Good stuff, too! Always buy a blanket from a store or street ventor for about $5US. A handy item in any home. You might also buy a piece of silver jewelry or two. Prices on some nice jewelry are rather low in the border cities.

When you cross back into the US, either on foot or by car, you will be asked about what you bought. Just say- "Yeah! we got some Kahlua, a blanket and some lovely jewelry!"
The US border guards are so sick of hearing that very same line over and over again all day, that they will just roll their eyes and wave you on through.

Of course it would be a good idea NOT to stink of pot, y'know...