Travel Mexico - Tijuana
Tijuana is a good place to shop, there are countless street vendors and there is also a shopping mall with many American shops - but without the sales tax. Mexico is also popular with the under 20 crowd - many under-age San Diegans cross the boarder to party for the nigh. To be honest, for most travelers this will not be a place where you will want to hang out at or stay the night. It is worth it to take the short bus ride to Rosarito or Ensenada.
You can start anywhere you want. It will probably depend on how much it costs to get to the starting point. If you live near San Diego then it will probably be better to start off there. Some might find it cheaper to start in Cabo San Lucas and skip Baja California all together. Still, some may want to start in the Yucatan Peninsula and enjoy their time soaking up the Caribbean atmosphere. I will start in San Diego.
There are many places to stay in San Diego and most can be booked online. From San Diego you can take the trolley ($2.50 from downtown San Diego to the boarder) or a bus (from the airport take city bus 992 $2.50) to the boarder and walk across. Once across you can get a cab to the main bus terminal - remember to use your bargaining skills here. You can also catch a bus from San Diego that goes straight across the boarder and will drop you off at the Mexican bus station.
Tijuana Bus Routes
Five kilometers from downtown Tijuana is the main bus terminal, Central Camionera.