Yup, like they all said above, it depends on the time of year. In the "winter" (from about Novermber through early March or so), it is still humid, but not nearly so much, and with the cooler temperatures, you certainly don't feel it like you do in the summer. It is actually quite pleasant. For example, today it's supposed to be in the low to mid 70's and absolutely gorgeous outside. Lows are in the mid 40's to low 50's. It can get pretty cold though, especiall with a breeze coming off the Gulf. And a couple of years ago, there was actually snow. Upwards of a foot of snow if you can believe it (around George West just up the road from Corpus)! It didn't last long, but provided some unique enjoyment for us this far south.
In the summer...fuggetaboutit! It gets downright ugly with the humidity. As you get closer to the coast (right on the beach for example), it doesn't feel quite as bad with the breeze from the Gulf, but it's still pretty H&H (hot and humid).
I can't speak for the Rio Grande Valley...haven't spent enough time there.