well i've never done it myself and not planning to do it until my friend's guys are going to do it.
But, according to my other friend who had done it before, here are some pointers:
1. Travel with group. Don't go alone.
2. In your group, have at least 1 dedicated fuel truck. Meaning you fill up all your tanks and carry A LOT of spare jugs. Fill those jugs before crossing into Mexico. Have 1 truck carries nothing but fuel only. Bring enough fuel to go and come back
3. Once you cross the border, avoid towns and populated area. Cross the border, hit dirt, and drive straight to the beach (assuming that's where you're going). don't go to the town unless absolutely necessary.
Alternatively, you can do what these guys did: