I was slightly timid heading to a club in Mexico. I was worried about a language barrier and getting taken advantage of. I was quite surprised that neither was am issue. I have had more issues in Dallas than in TJ. Hong Kong will blow your mind. The place is massive and there are women everywhere, all shapes and sizes. The ladies will approach you but it isn't difficult to say no. I eventually landed on one, then two, then three ladies. The added benefit of the connected hotel makes for an over the top experience. You get what you pay for and you can get just about anything here. I'm glad that I don't live close or I'd be broke.
If you are going to TJ mainly to visit Hong Kong, just use the limo service provided by the club. They will meet you at the border!