If you are in Nogales and decide to walk across the border into Mexico and get too absorbed in shopping to get back into the US quickly to have lunch, then check out La Hacienda. The food is very good. The place is clean and the staff friendly. The restrooms are very clean but small. My friends have eaten there 3 or four times and never gotten sick. They have been quite please with the food. Cost about $ 6-$ 7/per person.
