TJ is worth checking out.
I wouldn't do anything in the US.
Getting toTJ is easy, but you do need a passport to get in.
You can take a bus to the boarder from San Diego, or drive to the boarder, park in a pay lot and walk across.
I have walked to Zona Norte (the redlight district) from the boarder crossing during the day.
I would not make the walk at night.
There are free shuttles provided by the clubs, or take a taxi for $5 USD.
No need to get Pesos, all transactions are done in USD.
It's basically a bunch of strip clubs all on one block.
The dancers are crazy and permissive on and off stage.
You can suck titties and finger them for a dollar or two.
For 80-100 you can take any of them upstairs to a room in the attached hotel for a half hour.
The service / connection potential of these sessions is not great.
If you wanted to spend a bunch of money, you could probably develop something with a particular dancer of your choosing.
It is fun to be able to hang out at a strip club for cheap and take any of the dancers upstairs whenever you want though.
The biggest club is called Hong Kong.
I was there on a Friday and there were probably 120 dancers working at that club alone.
I have been several times in the last year.
Let me know if anyone has any questions.