I too am an "Old guard monger." I have been going south for many years, and have never had any trouble. As listed above do the following:
Always park on the US side of the boarder, your asking for trouble if you drive across. There are a couple of "Pay to park" lots at the last offramp before the boarder. This will cost you $8.00. Then walk across, you will go through two set of turnstiles, once your through the second you will see all the taxis. Once your in the car, tell the driver you want to go to the Adelita Bar. They know where it is, and this will cost you $5.00 + one or two bucks for a tip. They will drop you right in front of the door, so after you pay, get out and walk right in, don't fool around. Once inside, sit down, relax, have a beer, and scope out the action. You might have girls come up to you, and ask for you to buy them a drink. Do so if you wish, however the bar charges a heavy price for the girls drinks, from $7-10 depending on what they order, even a beer. So before you start buying everyone in the house drinks, be aware of what you will be charged. Once you find the chica of your choice, negociate a price up front, always tell her what you expect, how much time you need, any special items you might want. Make sure BOTH of you are clear once you agree. Then go upstairs with her and have fun. If she dosen't do the things you negociated for, or at the price you agreed on, remind her that you both agreed on this. If there is still a problem, finish with her, get dressed, and let the front desk know what happened. They will take action. I doubt you will have any problems, but I have heard of problems, and I even had one bad experience, yet I didn't let it spoil my fun. Oncce you are done, either go back to the bar and have some more fun, or get into a cab and head back to the boarder. Do not walk around or go have street tacos! Get something to eat on the US side of the boarder. Almost all of the cases I've heard of someone having problems were afterwards, because they decided to "sight see." Unless you are a vetern, GO HOME afterwards!
These words of wisdom are to inform, and to help you have a good experience, especially if you are a newbe.
Good luck, and happy mongering!