They do except when the spending is for programs they advocate.  Immigration is one such example.  While some Conservatives who oppose illegal immigration put it pretty low on their list of priorities and concentrate first on cutting general spending, I'm suspicious of those who make increased spending and bigger government a focal point of their campaigns.

Rand Paul thinks the federal government should build a fence along America's southern border.

Yeah, just like the Drug War, I'm sure that a prohibition on people crossing the border will solve the problem. Jeez, some Conservative.