And yes, McCain has registered CompleteTheDangedFence.com as a fundraising page.
Link via the Twitter feed of Allah Pundit, who has appropriate commentary. Wonkette also has an impressive collection of what McCain used to say on the issue. Reason on McCain here.
UPDATE: As alert commenter Nick M. points out, Pinal County isn't on the Mexican border. Sheriff Paul Babeu had to drive at least 85 miles for that campaign commercial.