If you're in San Diego - make a run for the border.
I was terrified last year the first time I crossed the border to go to HK. Just crossing the border was an adrenaline rush for me. Tall gringo, didn't speak a lick of Spanish besides "yo quiero Taco Bell" and "dónde está el baño". With the guidance of previous reviewers, I parked close to the border (GPS "jack in the box san ysidra", exit 1A, park in any of the lots around Jack-in-the-Box), walked to the pedestrian border crossing (just past McDonald's at the end of the trolley, hang a left and there it is), and went through the big jail-like turnstyles below "MEXICO" written in huge letters, wondering if I was going to get jumped and mugged and never get back across the border again. Ridiculous stuff, but I can be a fraidy-cat.
Note #1 - The taxis *inside* Mexico were a little harder to find than I expected at first. I guess I thought I'd just walk across the border and a taxi would be there. Instead, right after you cross, you will pass through a little guard station with Mexican police holding big guns. Then down a small set of stairs, and you land at the US Customs line. Turn left, walk about 50-100 yards to near the end of the customs line, and there is a white pedestrian concrete bridge that passes over the freeway where cars are waiting to enter the US. Go up the stairs onto the bridge and across/over the street. The bridge hairpin curves around to the left at the end; when you get off the bridge, turn right (past some shops on your left), go across the busy street via crosswalk and there you'll find the taxis.
Note #2 - If you haven't been since last year - they shortened the bridge, it doesn't land you right at the taxis. You have to turn right after getting off the bridge and go across the street/crosswalk to get to the taxis.
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