I honestly believe that this idea of mules is a urban steroid myth. If you were some poor Mexican and some rich gringo handed you $500 worth of gear and money to smuggle it across the border, what would you do? Take the risk of getting arrested, or pocket the money and sell the gear back to a granero? What recourse would you, as the rich gringo have? You gonna go back down there, spend days tracking himdown, and then kick his ass? I think not.
I'm constantly amazed by the number of bros who claim to have been popped at the border. I cross several times a year and have never, never been hassled by border guards. Not even after 9/11. You just have to be resourceful and look like a solid citizen. I also believe that you receive considerably less scrutiny if you walk across because it's less likely that you'll be carrying dealer quantities on your person.