The Rio Grande Valley (The Valley) is one of North America's best birding areas, since it is in the northernmost part of the range for many Mexican birds, including Green Jay, Plain Chachalaca, Altamira Oriole, Olive Sparrow, and over a dozen other species. While in McAllen for the Partners in Flight conference, I was able to check out many traditional birding spots before and after the conference each day. For a more detailed list of places to go birding in The Valley, check out the Lower Texas Coast map of the Great Texas Coastal Birding Trail.
Santa Ana NWR: Always one of my favorites. I walked around Pintail Lakes and part of Willow Pond. The feeders at the visitors center were quiet when I was there, others saw an Orchard Oriole that is spending the winter there. I missed Hook-billed Kites that others saw at various places around the refuge, and a Zone-tailed Hawk that was seen by folks on the daily bird walk. There are always more birds here than you can see on a single visit, and more trails to walk than you can get to in a day. But Santa Ana is always worth a half day or at least a few hours.
Bentsen-Rio Grande Valley SP/World Birding Center: This used to be the first place most folks would hit when birding The Valley--campers used to have feeders out, lots of people were on hand with the latest info on where the birds were, and you could drive around at your leisure. Now all that has changed. There are still feeders, but they are widely scattered, you have to walk or ride a tram, and there just aren't as many people there to really find the good birds and keep an eye on them. Most birders who know the old park are disappointed when they visit here, but there are still many birds to be found. Just be prepared to walk, and find your own birds, rather than have them pointed out to you. We did hear the Tropical Parula that has been hanging out on one of the trails, and this was the only place I visited where we found Altamira Oriole, but I let there with a pretty small species count for having spent a couple hours walking around.
Frontera Audubon Center: A nice 15 or so acres of forest, with trails and feeding stations. A great place to quickly see many of The Valley specialties. There was a Clay-colored Robin there when we visited.
Valley Nature Center: In Weslaco, this is another patch of forest habitat, with birds similar to those at Frontera Audubon Center. We saw another Clay-colored Robin there. A little more habitat than Frontera, but similar in many ways.
Laguna Atascosa NWR: This is over an hour east of where we were staying, so we only made it over there one morning. Lots of shorebirds and waterfowl, as well as open scrub and grasslands. We missed the Aplomado Falcons that have been released there, as it was as windy as all get out the morning we were there. Just to let you know how windy it was, we saw a Merlin perched in a bush only 3 feet off the ground. These birds normally perch pretty high! When it took off, it never flew more than 8 feet off the ground!
Anzalduas County Park: South of Mission, this park has scattered trees and access to the river. Mostly it seems like you go here to look for Sprague's Pipit in the open field as you enter the park, and warblers or other goodies moving through the trees. But its just a park. It was still closed the morning we tried to go there, the gate didn't open until 7:43 that morning, at which point we were already in Santa Ana NWR. Least Grebes were easy to see in the pond on the left as you enter the park, especially from the road above before you drop down into the park.
We hit a couple other places, but these are the most popular spots. The birding trail map has other places listed, and it would have been fun to explore some of the others. 10 years ago, birders usually hit Bentsen and Santa Ana, some urban parrot roosts, maybe Sabal Palm and Laguna Atascosa closer to the Gulf, and then headed up to Salineno (for Brown Jays and Audubon's Orioles) and perhaps San Ygnacio (for seedeaters). Now there are many more options available. If you are coming for the first time, give yourself at least five days to really explore. You will still miss a few species you are looking for, and have to come back, but that should give you several shots at some of the trickier birds to find.