NO. We visit Mexico regularly, and we just returned from a trip to Rocky Point aka Puerto Penasco. A wonderful place to visit, about 2 hours from Tucson. Cross into Mexico in the small town of Lucesville, near Why. We went in a motorhome and stayed at The Reef, although the other frequented park, Playa Bonita is also great. If you just want to do a weekend trip for tourist shopping there are plenty of condo's available and a few nice hotels. Playa Bonita Hotel is small and well located. Highly recommend this vacation tourist spot in Mexico.
Now, back to the border and Nogales: Lived in Tucson for 4 years while attending UofA back in the late 60's. Nogales was the place to play. Students and tourists were totally safe, as the city thrived on the tourist trade. Today, Nogales is a war zone. Shops are gated or boarded, it is a hot spot for drug trafficking and people trafficking. I'm not picking on Nogales by any means, I feel the same way about downtown Los Angeles, Chicago, and New York. There are places in these cities you do not want to be in during the daytime, and must be avoided at night. Nogales, being a small urban area does not have the ability to maintain safe zones, it is all just scary.
Again, I love Mexico. I just would not go near the major border crossing town. JMHO