First and foremost they've got to build the Wall. It physically being there would ease - or solve - many of the problems associated with illegal immigration. And those issues it doesn't fix would be able to be addressed over time, as we wouldn't have thousands of new immigrants just waltzing in every day adding to the problem!
Which is why the lefties (and alot of moderate RINO's) are doing everything they can to NOT build the Wall.
Expensive? At the outset, yes. But the savings across so many different areas (apprehension, housing, litigation, healthcare, disease outbreaks, crimes of all kinds, etc.) would make the wall comparably cheap.