San Diego has trolley service down to the Tijuana border and you can get a cab to the Tijuana bus station for under $10. There are buses to both Ensenada and Mexicali with connections to San Felipe - please call ahead to confirm schedule and fares. For information about bus schedules and fares, in México, call (01 664) 621-2424, or email: abc@abc.com.mx. They also have a web page, however, it hasn't worked for over a year. It's www.abc.com.mx and it's in Spanish.

The Tijuana Bus station is located at:
Central Camionera de Tijuana
Blvd. Lázaro Cárdenas and Río Alamar S/N, La Mesa, Fracc. Murua
(664) 621-2982
Open 7 days a week, 24 Hrs.

If you want to travel via Calexico and cross the border at Mexicali, the Greyhound station is across the street from the Mexicali/Calexico border and many people take that from San Diego. The new ABC bus station in Mexicali is located very close to the border, and you can easily walk to it.  It is located at:
Av. Mexico No. 343 
Esq. Calz. A. Lopez Mateos, Zona Centro 
01-800-0250-222 (in Mexico). 

The San Felipe Bus station is located on Airport Road (Mar Caribe South), near Liquors Calafia and the Pemex. They close after the last bus from Mexicali arrives (10:30 p.m.) and open again around 5:30 a.m. 

Buses to San Felipe from Tijuana via Ensenada and Mexicali:
Estrellas del Pacifico
(664) 683-5022 and 683-6789
Open 7 days a week, 8 a.m. - 6 p.m.
Credit cards not accepted
Destinations: Mexicali, San Luis R. C., Hermosillo, Cd. Obregón, Los Mochis, Guasave, Culiacan, Mazatlán, Tepic, Guadalajara, Mexico D.F., Ensenada, San Quintin, Mexicali, San Felipe.
Frequency: Every hour

Buses to San Felipe from Tijuana via Mexicali:
Autobuses ABC
(664) 683-5681
Open 7 days a week, 6 a.m. - 9 p.m.
Credit cards not accepted
Destinations: Ensenada, San Quintin, Mexicali and San Felipe.
Frequency: Ensenada every half hour/ San Quintin 12 hrs. and 16 hrs. / Mexicali 12 hrs. and 15 hrs. / San Felipe 12 hrs. and 15 hrs.