It's an easy and safe process, too. In December 2015, the CBX (Cross Border Express) (a modern pedestrian skywalk bridge that a friend of mine helped design!) was opened, allowing passengers with boarding passes to cross from the US directly into the Tijuana airport. And one of the best things is that there is almost never anybody there! Each time I have come home, there has been maybe one other person going through immigration back into the US.
Is there any reason not to fly out of TJ all the time?? No, not really. Just be aware of some possible pitfalls in choosing a Mexican airline.
Here's how to fly out of TJ:
1) Get a ride to the CBX (Cross Border Express)CBX (near the Otay border crossing) is sort of like a mini-airport terminal with easy curb drop-off. So grab a friend or an Uber and head to the border. You can park there but it costs $15/day. CBX even seems to offer a shuttle service from the San Diego airport and train station (see their website for details).
2) Get your boarding passThere are desks (to the right) and kiosks on the US side to check in and get your boarding pass if you don't already have it.
3) Buy your CBX ticketYou can buy your bridge ticket on the spot (to the left) or ahead of time online. They keep raising the price but right now it's $16 US one way or $30 US round trip.
4) Fill out your immigration formThere are paper forms and a new computer interface (all the way over to the left) to fill out and print your immigration form BEFORE you go through the CBX turnstile.
5) Cross over into TJShow your paperwork at the turnstile and walk walk walk until you are on the other side of the 390 foot enclosed pedestrian bridge. The luggage trolleys are free to use but you have to ditch your US trolley and trade it for a Mexico trolley at a certain point. There are people there who will make sure you don't intermix the trolleys.
6) Go through Mexico immigrationIf you will be in Mexico for more than 7 days, you have to pay for a 180 day tourist card. There is a window in the immigration area to do this. Otherwise just tell them you will be there less than 7 days and you're in.
7) Press the buttonJust past the immigration desks, you then have to push the button to see if you get the red or green light. If you get red, you have to put all your items in the x-ray machine. If green, celebrate internally and proceed ahead.
Voila! You are in the TJ airport departures terminal. There are ATMs to get pesos, food options, and restrooms. Now you just do as you'd do at any other airport.
8) Check your luggageThe check-in counters are near the end of the terminal on the left.
9) Exit Mexico (Important!)This is so NOT intuitive and so important. If your destination is outside of Mexico, you must go through Mexico immigration to exit Mexico before getting on your flight. Yeah, I know, you just got there.
There is a very inconspicuous window in the main part of the terminal opposite the check-in counter area. Give them your passport and get your exit stamp. You will not be allowed to board your flight if you forget to do this. Trust me, I know this from personal experience.