You're not finding non-stop flights because while you can fly non-stop between San Diego (SAN) and Newark (EWR) on Continental and non-stop between JFK and SAN on American, there don't appear to be any non-stop flights on any airline between San Diego and New York's LaGuardia (LGA).
At least, that was the result of my search.
Someone with more familiarity with the market will hopefully correct me if I'm wrong, but along with the landing slots that restrict the total number of flights into LGA, isn't there also a restriction on the maximum distance a flight to or from LaGuardia can travel?