The Lonely Planet guide book warns travelers not to walk over the bridge into Paraguay, but to take a local bus. But late in the morning we found ourselves on the bridge and could not see any signs of danger - unless of course the guide book was referring to the low safety rails.
We started our Paraguay excursion with the idea that we would drive to the border and take a look!!, but inadvertently got into lane of trucks crossing the border. We only escaped with a last minute, and stressful, U-turn. A young man on a bicycle lead us around the streets near the border until he found us a secure parking spot for the Tiger and then on foot we followed the signs through the Brazilian border exit.
To say that the border crossing was informal would be an understatement. On the Brazilian side they looked at our passports and tourist cards, handed them back and said - "on your return you don't need to show this". On the Paraguay side there was nothing - we did not show anything or talk to anyone.
The Paraguay town is called Cuidad de Este (City of the East) and it is a tax free shopping town, with more clothes, watches and electronics than I have ever seen. Strangely the most common item we saw people taking back to Brazil were ugly fleecy acrylic blankets. Why you would need these in a semi tropical climate we never understood. The return to Brazil was even less formality - we simply walked over the bridge and into Brazil.!!