I don't get the wall thing. Couldn't someone just book a flight and overstay the visa? I see many Indians, Pakistanis, Chinese, etc. and they are not coming in from south of the Rio Grande.
I don't get it either, except that it's symbolic to some. Walls aren't very effective at stopping immigration, in part for the reasons you mentioned, but also because a 2,000 mile border is nearly impossible to patrol, especially when there is rough terrain along much of it and lots of towns on both sides. A small group of people can scale a 40' wall in under a minute. IEDs could blow holes in the wall on a daily basis.
Its even less effective at stopping the flow of drugs. All you need to do is get a package of drugs to the other side where someone will pick them up. You can buy remote-controlled drones which can do this (with minor modification) at Best Buy. Bigger ultra-lights can drop 300lbs (or even a person) several miles past the wall. Any kid in shop class can design an air cannon which can clear a wall. The cartels have gotten very good at building tunnels; I was listening to a story on NPR about how a $1M, mile-long tunnel could be built in a few months and paid for with a single run of drugs.
Heck, if were an engineering professor I might give my students a term project to come up with the best low-cost solution for delivering ~20kg packages over a 50' barrier with only supplies available from Home Depot.
To paraphrase someone else: It's medieval technology trying to stop a 21st century problem.