I exited in the north back to Brazil and had to search out both police (for passport stamp) and aduana on my own. No one checked. The aduana was in a giant, marble-floored building on the main highway, while the police were napping behind protective bars on a side street. This makes sense when you consider that Paraguay is a smuggler and drug transhipment heaven, not known for its alert and competent police force.
I saw no police checkpoints in Paraguay, but whether that's normal or not I can't say. I did get legal temporary import papers in CdE, although I had to search out the aduana there, too. Always seems worthwhile to do it right when offered the opportunity.
Hope that's helpful. I liked Paraguay, although it lacks the big ticket sights of neighboring countries.
Mark
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