Acuna is about 60 miles from our place. I've been a few times, my pop goes over there quite a bit, by himself sometimes (knucklehead). Not any problems, but I would not reccomend going to any border town. You can find just as good food in Brackettville, Rock Springs or Del Rio, prettier views in the Texas Hill Country and if you want cigars or whisky I'd just pay a little more to buy it here.
If i had to pick one it would be Acuna for a day trip or dinner excursion. If you want to go to "Mexico" then go to Satillo or even Acapulco (touristy, but still not over Americanized like Cancun.)