If you're comfortable driving into Tijuana and know how to get around, that is likely the cheapest scenario. It's not dangerous per-se, it's just that not a single sign is in English and you'll have to be adept with using GPS & reading Spanish on the fly. Also, traffic can be aggressive at certain times of the day. This is why I personally prefer taxi or shuttle.
Alternatively, find the cheapest garage NEAR the border crossing, Uber or Lyft to the Pedestrian Entry, then follow the foot traffic & signs to the taxi's once you've gone through. Carry cash, typically a ride to the Grand Hotel is like $10 (but carry like $40 in increments of 1's or 5's), depending on who you ask and how you haggle. I haven't been there in a while so I can't say whether or not prices have gone up, especially in light of the recent gas costs. You'll also be able to pay roughly the same rate back to the pedestrian crossing back into the U.S.
The cheapest method may also be the "longest" method, if you don't mind long lines.
If I were to go today, I'd probably cross through the Pedestrian Entry, take a taxi, and pay for the shuttle back when I was ready to leave. The shuttle gets to use a special line because it is a medical transport, and you are in-fact a patient. This saves time, but isn't cheap.