I've never read the City Journal before. Still, their Summer 2006 issue has two articles (and a summary) available online that are both highly informative and incredibly well documented.
How Unskilled Immigrants Hurt Our Economy is a look at the economic impact of immigration, both illegal and legal, on the American economy. It addresses many of the myths that abound regarding the "benefits" illegal workers bring, and how any of the "immigration reforms" that are currently being considered would only make things worse.
Seeing Today's Immigrants Straight looks at the issues from a more sociological perspective, addressing more of the non-economic issues that the illegal immigration problem brings.
Both are chock full of statistics and relevant information, and whether you agree with their conclusions or not, they're worth a read.
Bumped to the top. I went through a flurry of postings at once today, and I'm afraid this may have been missed in the melee. It's too good not to read.