From my understanding, you are now residents of Mexico, you are moving permanently and are bringing some items from your residence in the USA, if so the proses is as follows:
I am counting on the fact that you are able to provide evidence that you own or owned a house and lived in the USA for one year minimum prior to your move to Mexico, they do not need to know that you might have been some where else, do not volunteer any more information other than what is needed, to prove that you live in the USA ,property taxes work great telephone receipts, light, water, gas, ETC.
1. Make an inventory list, itemizing every item that you intend to "import" including all electrical items with Make, model and serial number.
Everything that is being transported in the pickup cabin, even stuffed under the seats or behind, and everything that goes in the attached cabin, and of course the trailer, make several copies.
Make sure that the clothes that you are bringing with you are also in that list, list them as "articulos de ropa personal" and that even the suit cases are included, anything and everything that is coming to Mexico with you!
2 Go to the nearest Mexican Consulate and have them issue a Permiso de Importacion de Menaje de Casa, hand the Consul the itemized list.
The itemized list is going to be returned to you with the appropriate stamps and signatures, this will be shown to the Agente Aduanal at the border (SAT).
WARNING DO NOT CROSS IN THE FOLLOWING GATES!
San Ysidro, Otay Mesa, Tecate, any gate in Mexicali, any gate in Yuma, and specially in Lukeville, all of these crossings end up in Sonoyta, and the Aduana there is the worst in all of Mexico, they will make you take everything down and charge you 130 dollars for the guys that unpack and repack, they do not let you do it, and they will find some excuse to get a bribe from you.
Cross the border anywhere from Nogales to Texas, if you are going down the pacific coast go through Nogales or your crossing of preference except the ones mentioned above.
Since you are bringing the items your self you do not need a customs broker but the Menaje de casa with the consulates stamps and signatures will enable you to go trough customs a lot faster.
Do not bring anything that is not included in the itemized list unless they are nick knack's as "regalos"
Hope it helps.
navegator