Since it's not bullfight season, really the only reason to go down to TJ is cheap tourist trinkets, low cost booze, inexpensive pharmaceuticals (make sure you have a Dr.'s prescription to bring them back), low cost dental work, auto re-upholstery, and/or semi-legal prostitution in la Zona Rosa. As mentioned, crossing the border is a real hassle, you likely *can't* take a rental car down there (and you need Mexican insurance).

Safe? During daytime. If you stay to main streets and well populated tourist areas. Night....less so. And don't eat any street food, no matter how good it smells.