No one has mentioned the small, sometimes operational, checkpoint on I-8 in CA ~40 mins outside of San Diego. It is for westbound traffic only, although the highway is pointing north at that section. It is a popular area for illegal border crossings.
The huge check point that stops all traffic on I-5 north of Camp Pendalton between San Diego and LA/the-OC has always bothered me. Why is it presumably OK for illegals to be in the San Diego area, but don't you dare try to come up to Orange County?!