That's the way Indiana did it back when I lived there. You go to the polls, tell 'em which side you want to vote on, and they give you the appropriate party ballot.
In TX, the only restriction I'm aware of is that if you vote in one party's primary, you can only vote in that same party's runoff. (If there is one.)
When I lived in MN, I remember one year the Democratic party had a LARGE influx of newly-declared Democrats . . . the Dems had a sinuglarly unsavory (and rabidly anti-gun) candidate running who polls deemed the front runner, and Minnesota's sportsmen and gun owners decided to vote in the Dem primary and defeat him right there.
We did.
(Of course, it may be that Dems helped McCain get the GOP presidential nomination by crossing over the same way in some states . . . )