Sometimes you just have to go across the border to go shopping. Unless you have special insurance, leave your car at the border and walk across. There will be a plethora of taxi cabs waiting. Get one that you feel comfortable with and just ask to go to the center of the shopping area.
There is a several block area where you can wander around through the different shops. I wouldn't get too far off the beaten path, as some parts aren't the safest. Also, don't pay the first price out of their mouth. Walking away will often make the price come down. There are also several shops that have the same thing so you can play them against each other.
Go to the back of some of the shopping areas. What may look like a small shop may really be an entrance to a nice courtyard. We found some fun stuff. I liked the snake boots with the snakeheads still on them. The big arch is really supposed to be a clock, only they tell us that it broke and they never fixed it. We ate in a nice restaurant that was in a department store that had really good food. If you don't speak Spanish, don't be intimidated as everyone that we ran into spoke English. It's not top-notch stuff in some places, but it is something to be experienced.