Ciudad del Este
Ciudad del Este is a city in Paraguay. It is mainly a shopping destination for Brazilians and Argentinians. Apart from that the city is not very attractive.
The bus terminal is located in the southern part of the city, a bit hidden behind the stadium.
International Border Crossing
If you are transiting Paraguay (i.e. not coming back across the same border the same day), you will have to go to the Paraguayan customs office just past the bridge. Citizens of Mercosul are granted entry just with their ID, others need a passport. The stories of bribings and scams in the Paraguayan customs offices are frequent. Make sure you get everything you're supposed to get when they check your passport and/or ID. Those that handle them the ID should receive back, along with the ID, a formulary with the arrival stamp in it. If you're with the passport, you'll only receive the usual stamp on the page.
A common trick is not handing the stamped paper back with the ID; that way you cannot prove having legally entered the country. If so you'll certainly be asked for money for the exit to be granted.
If you arrive with your own car make sure you find a parking lot (usually the local touts will lead you to one. However, if you do not feel comfortable with the situation you still can research a parking lot in advance as some of them have websites on the Internet.
Shopping is the main business of the visitors. The main shopping streets are Av. San Blas and Camilo Recalde, where you can buy about anything and everything. Many people come for electronics.
A WARNING: If you want to buy electronics such as cellphones or cameras, the procedure shall be as follows:
Ask to test the device, if it works DO NOT give it back to the shopkeeper/assistant as some of them exchange them with faulty versions or hand the box back filled with paper or other but certainly not with what you just bought.