Here in Texas I have decided to quit using those bus lines in favor of taking a bus to Laredo, then crossing over the border alone, then catching another bus. The reason is because lately the bus spends HOURS at the border, both ways. (This may not be the case at the Tijuana border crossing.) Crossing alone is just so much less frustrating. I know there are more steps involved in catching all these different buses, but I hate being stuck at the border waiting for everyone elses paper work to get done.

Crossing alone has other advantages, once you are accross the border you can go get your money changed, get lunch, find a clean bathroom to take care of business in, etc. When you go straight through on the bus, you don't stop until you get to the destination. Perhaps this is fine if you are really strapped for time, but I get weary of being on the bus for hours straight.

On the other hand, the advantage of the bus is that they usually leave at night, so often you get to your destination the next morning. You save a lot of time by spending the night on the bus. I don't rest very well, I wake up at every stop, and it's very jarring to wake up in the middle of the night to deal with all of the border crap.

If you decide to cross the border on foot, you certainly want to do that during the day. Border towns aren't usually the best places to be at night.