Having spent some time in Juarez, I can tell you it's a shithole warzone with bullet holes all along the brick walls and businesses that line the streets.
Reynosa was also littered with holes and a dead horse in the gutter. 
TJ was a complete clusterfuck of "military" vehicles and Mexican "army" guys running in traffic.
Nogales was dirty, trashy, falling apart and crowded as all hell.
In each of these in cities, I was told it would be in my safest bet to have an employee of the facility I was visiting to come meet me at the border crossing. I took my chances in TJ and drove myself, only once. It's not like it was back in the 90's. 
TJ's "safe" if you're white. Drove all over, even at night (looking for stripclubs w/gf). Same with Rosarito, Ensenada, Mexicali, Cancun, Yucatan, etc..
There's even "military" trucks on the streets in Cancun, on and off the main road that goes down to Belize.
Only time I've ever been "aware" of any danger was at night in Tijuana on some back roads with my ex, back in 00/01, and then in Cancun driving back from Chetchen Itza w/the gf at the time(sp?? The Mayan pyramids, which are wayyyy deep in the jungle, and it's a long ride back to. Cancun and that road is dark and everything closes.).. both times I had to give the girls heads up that if we get pulled over, I'm probably gonna have to kill the "person" ("c**" word), because they're gonna take all my/our money, and that ain't gonna happen (had a lottt of cash on me and I'm not parting with it), so don't be surprised, cuz if it's me/us or them, it's definitely gonna be them going first.
But that never happened. Only times I've ever been shaken down was in Tijuana..first when I was 16 or 17? (in a bathroom stall getting ready to do a shot of test, I hear a click behind my head, hear someone clear their throat, then get poked in the back of the head with a revolver barrel. Turned around and had what I thought was a cop staring at me... Longer story, but made short, i think I just lost $20 & gave me back my steroids) then the only other time was when I was like 20-21 when a stripper set me up. (Cops put me in the back of a truck, drove me to an atm, had me take out a bunch of cash/pesos.. refused to take the pesos, then back in the truck, got out at a money exchanger, took some cash but gave me back change, and left me there... And gave me back the bag of Valium I had on me lol.. had to take a cab back to the border).
There's other stuff, but that's the only times I've lost money, I think anyways, and that's just typical LE shakedowns for not much cash
