Tex-Mex (a cross between Southwestern and Mexican) is a super easy cuisine to play around with in your own kitchen, especially since it's fusion in nature and includes a lot of pantry ingredients.
The first step to creating your own Tex-Mex dishes at home is to make sure you have all the right spices. My favorite spice shops are Kalustyans and Penzey's, but even Whole Foods has some good chile powders. Pick up a few like ancho, chipotle, or something more obscure like Guajillo. You don't need many varieties - it just depends on how much heat you can take. No matter which kind you get, since it's ground from one type of whole chile, you can count on these spices being a lot more flavorful than any generic chili powder you buy in the regular grocery aisle. The other spices you'll need are ground cumin, cinnamon, and paprika. Then you're ready to roll.
Canned (or dried) beans are also a must-have in your pantry. Make sure to pick up black, kidney, and pinto beans - they are perfect for chili and nachos.
Once you have your pantry stocked, it's all a matter of learning how to make the basic components of a good burrito: spicy black beans, pico de gallo, and guacamole. I've put together 5 of my favorite easy Tex-Mex recipe that should get you up and running, and put your local Chili's to shame.