I've spent well over a decade living in Mexico and traveling to the US, mostly during the summer. Neither side is great, but US CBP and Immigration is the worst. The first rule is follow the rules to the letter.
The second rule is that following them to the letter is only a defense, not an assurance that you won't be harassed by men (exclusively men, in my experience. I've never had a problem with a female officer) on a power trip. The worst one I had (out of 4 or 5) was in Laredo. I walked into the office and was threatened with fines, yelled at and made to feel like an idiot. Took a few minutes before I could even get him to tell me what he thought I had done wrong. Finally figured out that what his panties were bunched about was that I hadn't filed an EAPIS. Of course, I had. Which I patiently explained to him several times. All of that was unpleasant and aggravating, but the super aggravating part was that it took me 30 minutes to finally convince him to let me go back to my plane to get my laptop so I could should him the EAPIS receipt. When he finally allowed that, I showed him the receipt and he was able to use the tracking number to find it in his system. I didn't expect him to be contrite, since he had been an unreasonable tool during the entire encounter, but I somehow managed to be further surprised when he seemed quite ****ed that I had proven him wrong.
And that's the last time I cleared through Laredo.
I had much more minor issues at a couple other places in Texas and once coming back from the Bahamas in Florida.
Since I am a pretty positive person, I suppose I'll also share where I clear every time weather allows it. McAllen, TX. They do a high volume of GA to and from Mexico. I've been told that a lot of well-off Mexican planes clear there on their way to second homes or family in Texas, but I don't have a good way to verify. In any case, it's a well organized setup with well trained staff that does their job effectively and quickly. 90% of the time when we walk into immigration, the CBP officers are already walking out to look at our plane. By the time we're done proving ourselves to Immigration, CBP is already done and we're on our way.
Further, we usually make this an overnight, because McCreery Aviation has always treated us well and is across the street from a Courtyard by Marriot (and two other acceptable options) and Yasuke Japanese Sushi. I did a project in Tokyo and have also spent a fair bit of time vacationing there and I can say that Yasuke is the best sushi and ramen that I've had outside of Japan. There are a couple other options as well. The story I heard on that is that Reynosa, TAM has some Japanese auto assembly/parts manufacturing plants and the Japanese people don't like to stay in Reynosa because it's not a very nice town and Tamaulipas, as a state, has a reputation for crime, so they stay in McAllen. As a result, this midsized border town in deep south Texas has a handful of unexpectedly good Japanese restaurants.
So, there's your pro-tip for Mexico/Texas.