Trust me on this, I'm quite certain I know Tijuana much better than almost anyone who is a member of LPSG (unless they live there).
1. Donkey Shows: Yes, they once existed. But Avenida Revolución, the main shopping drag, no longer has hucksters trying to get you to to see one. Why? In an effort to clean up the city, the mayor of Tijuana had these unseemly places shut down. Besides, you needed to take an "iffy" taxi ride just to get to some odd barrio and pay too much money for an entrance fee plus $5 drinks. It was always a risk and never a safe thing to do. But they did exist at one time.
2. Tequila: 'Mericuhns tend to think Jose Cuervo is THE tequila to drink. This is primarily because it used to be the only tequila available in the USA. It's not so great, although many do like it. It's not made of 100% blue agave plant. It's more like a blended bourbon. For about $22 (or may be $16) you can buy a bottle of Hornitos Repasado Tequila. It is a light, clear liquid with an even lighter clear green tint. This is GOOD tequila. It's probably the cheapest good tequila you'll be able to afford. Because you'll be going back across the US border, the State of California only allows you 1 quart or 1 litre of alcohol. They may let you take two bottles with you.
3. Avenida Revolución has been paved in pink concrete and narrowed into a paetonal (walking street) with only one-way (sometimes two way) traffic. It used to be four lanes with six lanes of cars cramming up and down it, which was much more fun. There are leather stores along Revolución that will have exactly the same goods as all the other stores. You'll need to check the cross streets going west to locate an actual store that manufactures leather goods. However, if you have the figure for it, Tijuana IS THE PLACE to buy a one-piece off-the-shoulder-strapless 100% leather cocktail dress. Black and red are very popular. They run about $85 to $100.
4. Medications: If you have a prescription written by a USA physician (not just a prescription bottle) you can bring back 90-days worth of that medication as long as it is not a narcotic or member of the benzodiazepam family (Valium). However, if you have an empty prescription bottle of Valium, there's no reason not to take it with you, buy a box of Valium, then pop out all of the 100 pills in blister-packed pills into your prescription bottle. Sometimes the customs agents will want to argue with you by claiming that the generic stuff in you prescription bottle is actually stuff you bought in TJ and therefore illegal. Don't argue with them. They are looking for any excuse to cause you or anyone else grief. More about that later.
5. Street jewelry and you're own shopping karma: Street vendors are ruthless and every time you stop or turn around there will be some guy with arms loaded with gold or silver chains and boxes of jewelry. Some of the silver stuff is Sterling. None of the gold-colored stuff is more than 14 carat, if that. The more you say "no" the lower the prices continue drop. Be prepared for all of your girlfriends for whom you buy bracelets or necklaces to develop green skin and rashes around the wrists and necks. Best way to avoid this is to visit a real jewelry store stuck on street level in one of the shopping galleries.
6. Food: Sanborns (there are now two of these famous restaurants) are your best bet for sampling authentic and delicious Mexican food without worry of getting ill. The best Sanbourns is just south of the Jai Lai court towards the end of Avenida Revolución. The worst one is somewhere in the middle of the shopping area. It was once a Dennys.
Crossing the border: In my opinion, every 'Mericuhn citizen should be required to walk from the creaking, rotating gates at the border, past all of the Mexican police inspection stations, past the taquerias (they smell great, but only for those with strong stomachs) through the 1970's-1980's newish area built by the city fathers of TJ to entice more tourism (they are now mostly the closest discos for USA teens to get to on weekends, drink, and then puke in their shoes), walk up the steps of the bridge that crosses the Tijuana River (occasionally one can see a dead body or two), cross the old brigde, and eventually wander to the entrance of Avenida Revolución and it's cross street where all of the main tourist shopping originally began. If you like to walk, do it.
Take a Mexicoach: From the huge parking lots that line the USA/México border you can park for $8 or $10 a day which includes a round-trip ticket on Mexicoach. These are nice red buses plastered with the word MEXICOACH on them. They will take you from the parking lot to a bus station in the center of Avenida Revolución, which itself is a huge shopping mall that leads to the main drag. Once you've had your fill of TJ, you return to this shoppingmall/bus terminal and they will ferry you back to your car. However, regardless of how you plan to return to the USA be prepared to sit or stand and wait for about an hour or more. The traffic back into the USA is often backed up for a couple of miles. On weekends it can be backed up for 5 miles. If you're on a Mexicoach (or similar transport) you'll be required to get off the bus at the border, go through customs (ahead of all of those standing in line), show your Passport or whatever ID they require these days, declare your citizenship, let them screen your loot, then stand outside of the border patrol building at the end of the San Diego Trollely line waiting for that damn Mexicoach to make it's way back to where you are now standing. Please be patient. It will show up. It's a long walk from the parking lot where you started from the exit at the border crossing.
Customs Agents and Border Patrol: These folks haven't got the easiest jobs in the world. Most of them are rather pleasant people once you get them alone on your own turf with a cold beer. But they endure nothing but continuous problems with drunks, undocumented families, drunks, teenagers trying to smuggle drugs, drunks, senior citizens who have never been out of Omaha, Nebraska, drunks, and plenty of indignant citizens of the USA who think their shit is made of gold and everyone should bow down to them -- and more often than not, these same patriots are drunk. Did I mention drunks? One of the more amusing evenings/mornings I've spent in my life was standing on the US side of the customs agents watching 'Mericuhn teeagers too drunk to stand blowing chunks all over each other. the had to sober up enough to make it through customs. So, be patient. Customs agents have sort of created a game for themselves by being polite, but curt. If they see a first-timer coming back across the border they will often bark "Citizenship!" It's more of an exclamation than a question. They have a slew of tricks of intimidation for rooting out 'Mericuhns who think they can sneak through the occasional kilo of marijuana, opium, or Levis stuffed with illegal steroids. So, when they yell "Citizenship" just respond with "USA." That's all they are really asking for. And you may need to show them your ID, especially if you're like me and have a Spanish last name. They may or may not want to search your shopping bags.
You can pick up a list of things you can buy and and the legal amounts which you can bring back across the border at the border crossing. But it's probably easier just to look this info up on-line under US Travel Advisories.
As for not speaking Spanish. Everyone who works as a sales clerk in a store speaks English. It's a job requirement. However, it never hurts to know how to say please, thank you, and where are the rest rooms.
Remember, it's all attitude. Shopkeepers and sales clerks will drive you crazy with "Come in and look lady, everything is cheaper than KMart." If you want to enjoy yourself, engage them by asking, "KMart? Do you know how expensive things are at KMart?" and you'll soon be making friends and reasonably good deals.
Enjoy yourself.
EDIT: If you'd rather have a more sublime experience, take the Mexicoach to the Mexicoach terminal. Get off and buy a round-trip ticket to Rosarito. Get on the Rosarito Mexicoach and spend the day lurnking in open-air markets with ocean breezes. You can rent a tired horse for a gallop along the beach and drop into any number of pleasant little restaurant/clubs for an adult beverage refreshment. There is also a bar with over 100 brands of tequila you can sample and buy. Plus you have the Pacific Ocean and cool sea breezes to keep you happy.