What you need to do is first make it easy to verify people's immigration/citizenship status. Second, you need to impose extremely harsh financial penalties on people who employ illegal immigrants, such that it's easily worth their while to either pay someone else more money or else live without the help. Third, you give illegally employed people big prizes for turning themselves and their employer in (say, you get deported but you get to take the fine money back home with you) so employers become paranoid about hiring illegals. This would be more effective than a wall, cheaper than a wall, and wouldn't involve killing anybody. If conservatives were in the habit of actually thinking seriously about public policy, we'd have proposals along these lines coming down the pike. Instead we get, "The only thing that might work is a physical barrier."

Kevin Drum's had some very good pieces on this topic too, such as this one from a couple of months ago.