Why are you asking about checkpoints in the US heading south to the border (Nuevo Laredo, I assume)? US Customs and Border Protection U S Border Patrol do run documents checkpoints (road chokepoints), both permanent and temporary, of course. The checkpoints you would most likely encounter are within Mexico, both customs and immigration checkpoints and drugs checkpoints operated by the military.

In any case, you should plan on NOT driving at night, having your passport and automobile papers and purchasing Mexican insurance - US insurance is not valid in Mexico, and Mexican insurance acts as your bail guarantor if you should become involved in an accident (no insurance and you may see the inside of a Mexican jail). Monterrey has become a bit of a personal security and safety problem as of late.