Caliente controls all the books around Tijuana and Mexicali. There are a few other book operators, but they are located in other parts of the country.
If you want to watch a game Vegas style, go to the one at the Jai Alai or the Pueblo Amigo. If you just want to get quick bets in, there is one that is ultra convenient for walking right around where all the taxis park. You can bet and walk back across the border in less than half hour as long as the lines to go back in the US aren't long.
The one thing that sucks is the tax they charge. 1.5% of winning bets last I saw it. Still much better to play offshore.