Tijuana (also known as TJ) is just on the other side of the boarder from San Diego. It's easy enough to get into Tijuana and Mexico from the boarder - just a lot harder to get back, so make sure you have all the correct paperwork you need before you go! My passport wasn't even looked at getting into to Mexico, but I spent a long time in a queue and my documents were most definitely checked on the way out.
Me crossing the boarder into Mexico
TJ has a reputation for parties and trouble, and admittedly the town is set up for this behaviour. Walking down the main street you will find bars with cheap drinks, strip clubs, and donkeys painted as zebras (why this is the case I still don't know). But if you are travelling in the states this is a great way to see Mexico for a day - a day here is all you need. If you do decide to stay and party you will have a lot of fun.
TJ bars cover all the bases
Main street in TJ
Getting back to the USA is not as easy as getting in to Mexico