Laredo has always been the best for us - follow I-35 south, cross the border, pay a small toll for the bridge, drive through the first inspection (no one is ever stopped there) drive east a mile, hook back - the immigration building is almost under the bridge. One stop shopping there - huge parking lot. Get tourist cards and vehicles temporarily imported right there and fast.
I tried Columbia once and hated it. It's a mystery why so many here like Columbia. I must have crossed at Laredo 15 times and there's never been a problem.