To the OP: Been hanging around the border and it's easier than you could possibly imagine. Not only is it a fraction of the price, but they pay guys to sit on stools out front and holler at you, asking if you need any Xanax or Wellbutrin or whatever. It's not undercover at all. Just like buying bananas at the store. Only thing that's hard to get across the border is PKs.
As for RXs....a friend of mine went in to one in Nogales and tried to buy some xanax. The lady said he needed a prescription and he said, "Oh, damn. Thanks anyway," and she said, "No, no, just talk to that guy" and pointed to a guy in a lab coat in the corner of the store hahahaha. Wrote one out and he walked 5 feet back to the counter. No problems.