The best border action in the RGV is Reynosa, more specifically a club called Lipstick. Bring plenty of money, and expect some top quality twenty somethings.
A good things about the Reynosa BT is that they also have a few door girls in the back of the complex. Door girls rent littel cribs and stand in the doorways waiting your approach. They range from skank ass crack hoes to fresh cute tweeners. I like to hit one of the top dollars ones at Lipstick and then go pull a second squirt with a door girl. A door girl will cost no more than 40 bucks, they will do you for 20, but they won't get fully naked unless you pay the upcharge.
I stay at hotel la villita right across the street when I go. I went on a new years eve a few years back, plenty of fireworks going off all night, and you can also hear machine guns and handgrenades in the mix ( and thats no BS!)