Mexico is fine, Just don’t go out in the middle of nowhwere after dark. Driving is tough if you want to linger around TJ but if you study a map and go straight through to Esenada or Rosarito it’s O.K. Just get insurance or check to see if your own covers you. If you want to hang for a day in TJ park on this side or take the trolley down and walk across the border.You could just take off walking or if you wanted a TJ “lite” experience catch a taxi to Plaza Rio which is a mall with safe, pretty good, chain style restaurants.Sanborns is one good choice. Yes, you should probably leave the rolex(if that is your style) at home and dress casual. Not because Mexico is bad but because you don’t know it well.You can go alone if you want to, No trouble unless you look for it.
Warning if you are judgemental and finicky don’t bother.You will see poverty and trash everywhere.