I've been to TJ several times while on business trips in San Diego (the girls are much less expensive and there is a huge variety in TJ ... however, most are not really GFE, although they provide full service). Most bars has girls that will give you action (ranging from very agressive lap dance to HJ to BBBJ to full service), however, there are a couple bars that are set up were you browse the field, then pick one (or more) and go next door to a hotel and get a room ... (all for less then $).
There are also tons to street walker near the bar/hotel brothels, and they are cheap $.25 or less, but you never know about these girls ... I would stick with the bars. The most popular bar with the most and best looking girls is Adelita (there is also the Hong Kong and Chicago nearby). There are a few places that try to ripe you off (charge quite a bit for the newbies), so don't bite on any place that charges very much. (FYI: http://www.adelitabar.com/ )
I park at the border and walk across ... you can take a cab to downtown TJ, but I walk over the pedestrian bridge not that long of a walk. You do not want to drive across, because usually getting back is a hell of a long line that crawls.