i live about 1 hour away from the Tx\Mex border, and i have heard about and seen way too much shit go down on the border, especially with those shady people that live in border towns. since i go into mexico often to visit family, i have a good idea of what the border is like, but i still don't wanna risk. you never know when the border patrol guys are having a bad day and wanna make your life a living hell.
however, if you are deadset on buying stuff, i would say go deeper into mexico and avoid dealing with border town pharmacies. i've heard stories about the pharmacies snitching people out so they can get caught a the border. the pharmacies do this because they get your money for the roids and then they get their stuff back when your caught.... something to think about bro.
oh, and by the way, on my last trip down there, i saw their prices, and lemme say this: just go domestic.