It depends how far are you from the border. If <10km then take some lessons from HAMAS - make sugar rocket and launch at 45 degree angle to the destination point. Don't forget to attach some GPS beacon to your drug pocket. Better make some preliminary research of nearby territory so there are no surface-to-air missile systems in that location.
Good luck and give us please feedback of your success or news of what country we should regularly check.
Surely depends on the border and the weight but I am told that they are really making some exceptional imrovements with discreet drones and tech like that. Tech offers so many advantages as well as disadvantages and are probably not affordable or attainable for everyone everywhere but one thing tech offers is the ability to move something from quite a distance without actually possessing it. A well organized crew on both ends can accomplish great things.
I think cocaine is a good bet. Any plant that you cant grow locally is what I would bet on. I guess it depends on what your clients are into most of all
I think you can just put liquid in therm-bottle and take with you (or leave it somewhere in train or bus or idk) i dont know which border you are crossing, but by aerial transport it will be not possible coz you cant take more than 50ml of liquid to plane...