I have alwys liked El Paso. The Mission trail going south and east out of El Paso is really interesting.
http://www.co.el-paso.tx.us/History/missiontrail.htm
But I am not sure I would deliberately move onto the border now. I saw a TV program a few days ago about Laredo/Nuevo Laredo. Nasty situation. US teens being recruited into Mexican drug gangs, becoming way more violent, etc. That border has never meant much, and Mexican drug gangs have become extremely rich and powerful.
Overall, I think the US population other than those who live along the border are not up to speed about the current conditions down there.
Ha