This is for those looking for any information on getting a H1-B visa at US Consulate, Tijuana. I got mine 2-3 days back. First off, many thanks to this post on the immigration portal which helped me a lot. Here follows my experience.
As I've told earlier, I took a mexico visa. We went to the US border and parked in one of the many parking lots. From there we crossed the border into mexico on foot. While going towards the border we realized that there was a parking lot just next to the border and that too for only $4. That seemed to be the perfect place as you would hardly need to walk but we didn't know that earlier and so parked in the first lot that we saw. Once inside Mexico, we took a cab ($5) to Banamex. There are a lot of cabs standing out there so you wouldn't have any problem and whether they understand english or not, they do understand "Banamex","US Consulate/Embassy". We reached the bank at 8am while it opens at 9am as we wanted to be on the liberal side; but looking at the whole process I think one can be liberal with that. It would be fine even if you reached the bank by 8:45am. No biggie! From the bank, the US consulate is around 2 blocks. One thing about the bank - the entrance which faces the main road is not the main entrance; it's at the back side. To reach the consulate from the bank you can take a cab or walk. If you want to walk, here's a rough map that I made:
The blue rectangle is the bank, the red rectangle is the consulate and the two circles are the statues that you'll pass. The Statue 2 is of a native Indian and the statue 1 is of Abraham Lincoln - that's where you turn left. Outside the consulate, there'll be a huge line but H1 guys don't need to stand in this line. Show your papers to the security outside and they'll tell to move ahead of the line. Inside the consulate they first take your finger-print and photo and then you wait for your interview. They asked me what my company does, how many employees it has, questions about my grad school and looked at my petition. My interview went fine and I was told to collect the passport at 3pm. After sometime we decided to watch a movie at the Plaza Rio Mall just opposite Banamex, with some difficulty we found out what all movies were being shown in English. By the time we'd everything deciphered, we found out all the showtimes that we could watch were already sold out. So if you do want to watch a movie go there directly from the consulate: don't wait. At 2:45pm we stood in the line for the passports, it's first come first serve so the sooner you come the better. From there we took a cab ($6) to the Mexico border. The worst part was yet to come - I needed to collect a new I-94. We didn't know this so we proceeded to the customs and he turned us back to the I-94 building. It's building close to the customs, has 3 poles outside with a US flag and it's white and blue in color. One can just not imagine how long it took for us to take a new I-94: a simple departure form. We stood for almost 2 hrs in the line and it was killing! Once we'd the new I-94, we crossed the border and happily lived ever after :).
Documents that I took:
DS-156 (DS-157 is only for male applicants)
W-2s (didn't ask)
Pay Stubs (didn't ask)
All I-20s till date (didn't ask)
Degree + transcript (didn't ask)
Photo (didn't ask)
1100 pesos or $107.40 at Banamex
$6 for new I-94
I'd taken the original and a copy of each.