It doesn't get much better than this
This was my second time at Hong Kong. I decided I needed to get away and couldn't think of a better place. I went for four days and I went by myself.
I flew into San Diego, much cheaper than flying into Tijuana. You can take the bus from the airport (bus 922) to the Metro (blue line) which goes to San Ysidro. It is only 5$ if you already have the metro card, 7$ if you do not. You can pay for everything on the bus but does require exact change. Make sure you check in at the metro station with your card, there is no check in on the actual metro. At the station there are RFID readers that you tap your card to. You can easily map this out with google maps using the mass transportation pick.
It is easy to cross the border, just follow the crowd. They do not check your passport going in, I heard rumors that a passport check entering the country is coming but don't know if it is true or when it is happening. Once over, it is easy to get a taxi. Follow the crowd out. I take the bridge over the highway and then cut off to the left, plenty of taxis there both times I went. It is $5 to Hong Kong but make sure you ask up front. They want to take your bags but I feel more comfortable carrying them myself. Most of the taxis will take you to the alley side of the club. If you are going to buy a VIP card, then make sure you ask to be taken to the front of the club otherwise it is a hassle. If you are getting a VIP card, you need to have it before checking into Hotel Cascads and you have to get the card at the front of the club, you cannot get it in the hotel.
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