Until this year, this has always been our crossing. We got tired of the picky stuff-dog and cat papers, meat in the fridge, and finally entered at Nogales this year.
You get ALL of your paperwork at the big, beautiful immigration station just past Caborca. Great parking, nicely set up. We exited there in April, and will again this next spring. The roads were great. Except for the fact that they can be so stinky about pets and what's in your fridge, it's a great place to enter. To add insult to injury, the year they tried really hard to take our cooked meat and cheeses, they gave us a brochure that translated as, "It's not the law, it's for the good of Mexico."
Best place to exit in our book.