Even more so than liquor illegal in the states, weapons, prescription drugs, etc, the food is my favorite part. Usually its roasted corn w/lime and salt followed by 3 carnitas tacos (the entire pork body rotates and slow-cooks all day) and some pistachio helado.
I have to second that. I've only been to Mexico once. Had a burrito in Tijuanna and it was both bigger and tastier than any I've ever had in the States. And I live in San Antonio, so it's not like there's a shortage of quality Mexican food here.
We have some local Mexican markets called the "Culebra Meat Market". The Mexican ice pops are really good, namely frozen mango and chilli powder.