I only have a couple of very small additions. For one, I take copies of my passport, drivers license, and title. When you cross at the minor borders, you are asked for less copies and usually get by with what you have.
On crossing borders in general, remember you usually process OUT of one country and IN to the next. The proceedure Jeff outlines is correct, just remember to double it.
Semi Doble Remolques. Jeff doesn't write Spanish very well, either.
One border crossing into Mexico from Texas has the ability to take your payment for your tourista card at the same time as your temp import permit by credit card. Its the crossing at Pharr, Texas. This is east of the crossing into Reynosa. Every crossing into Mexico is a little different. YMMV.
Don't leave your camera in your companion's room overnight. If you do, screen the pics before you show them to anyone.