I have to believe that if one were to do commercial work down there, it wouldn't be quite so scary. However, I would definitely get a motel room, or stay in a decent truck stop (if such a thing exists). The main point is, as far as I know, our companies won't haul into Mexico for insurance reasons. Secondly, your own bobtail insurance won't cover your truck. I doubt my car insurance would cover my car.
All the rest is a lot of scare talk. I parked my car in El Paso once, walked across the bridge for .20 centavos, and had a nice time in Ciudad Juarez with my wife, and we had no problems at all. Now that was 15 yrs ago, but, hey, I have never had a Mexican threaten me, and I worked in the old Mexican neighborhood in Chicago near 18th & Roosevelt for a glass shop for two years. Great carne asadas by the way...