I personally like to take a bus tour when visiting a new city. Let them show you all the tourist spots, explain some of the history, point out spots that you can then visit later. Have done that in San Francisco, lived in LA and San Diego, visited Vegas and Tijuana. All worth seeing in their own way, but way too much to see in 2 or 3 weeks. Go for the overviews and then pick out what you want to go back to. Go with someone who knows their way around in Tijuana.