Craig Biddle has a great article on Immigration and Individual Rights. Here is a sample:
Open immigration does not mean that anyone may enter the country at any location or in any manner he chooses; it is not unchecked or unmonitored immigration. Nor does it mean that anyone who immigrates to America should be eligible for U.S. citizenship–the proper requirements of which are a separate matter. Open immigration means that anyone is free to enter and reside in America–providing that he enters at a designated checkpoint and passes an objective screening process, the purpose of which is to keep out criminals, enemies of America, and people with certain kinds of contagious diseases. Such a policy is not only politically right; it is morally right.
Definitely worth a read.