This is one of those things that gets discussed over and over, because, like various other illegal and hard to count activities, the guilty parties aren't talking. Here's a useful chart of the various estimates from the Christian Science Monitor. [Illegal immigrants in the US: How many are there? By Brad Knickerbocker,May 16, 2006]

I kind of like the Bear Stearns estimate. [PDF]But hey, a million here, a million there... [See D. A. King's estimate of 20 million illegals here.]