Thanks Cheltzel! Will do that now. But how about just taking an appointment at Nogales in Arizona. I can drive there during my stay and they seem to have lots of availability. Does that work too?

Thank you TWA884. Good links that I am looking at now.
I'm still unclear about whether I am allowed to book an appointment elsewhere though, somewhere 'not' on my flight itinerary, like Phoenix or Nogales. I'll be in Arizona long enough to get an appointment and drive over there. I'm just not clear whether these appointments need to be carried out 'as you step off the plane, passport in hand' or if they can be carried out any time I am in the US (I'm not a US citizen btw).

thank you again !