First, stay away from small airports unless you speak Spanish, however, you should have no problem going into Monterrey.
Secondly, if you choose Brownsville or Harlingen (or somewhere else in the valley) as a port of entry airport, MAKE SURE you file a flight plan to your next destination. You will probably be IFR anyways, but if you have no flight plan and you head up north from the valley, the DEA will follow you!
Stay on an IFR flight plan through Mexico, especially at night. They have some weird VFR regs down there that got a guy I know into some trouble.
Enjoy Monterrey - it's a beautiful city.