Without trying to be glib, it depends on where you park it and what time of day.  With reasonable precautions it should be safe.  Many, many guys drive to TJ in expensive cars without problems.  (I'd refer you to a free site where you could get this infomration, but I fear I would be banned. email me at burt2020 at yahoo dot com if you are interested.)

I hope you bought a Lowjack! I would watch that car closely in Rosarito as well!

Suggest you park in one of the lots immediately north of the border.  I have done so several times, including four over nights with no problem.  If you are worried NOW, won't you be worried about your vehicle while you are in a horizontal position?

Yipes! I wouldn't want to be driving that in Mexico. But if you must, a few tips:
1. You do know that your American Auto Insurance is no good in Mexico, don't you? So, you will need to buy a Mexican insurance policy BEFORE you cross the border!

2.  Expect some dirty, bumpy streets to beat your ride up a little. Mostly good road.

3. If your vacation rental is not in a nice American-style gate-guarded complex, you could easily find your ride gone when you wake up.

4. TJ side trip:  Park at lot attached to Jai Ali complex off Ave Revo and take $5 cab to Zona.

Well I wouldn't do it for two reasons. 1-it's an SUV. 2-It's a BMW.
SUV are very popular with car thieves south of the border.  In fact, a San Diego TV station did a report once on the TJ cops driving around in SUVs that had been stolen.

There's some nice, large, fenced in , pay parking lots behind a few of the stores on Revolucion. Go down by El Caliente sports book,or the Jai Alai fronton, I'm sure lots of gringos are parking their sacred cars there. Take a cab to your destination.

I don't drive over but I think you have at least two viable options: 1) Park at the Pueblo Amigo Hotel lot; 2) drive across the border and park in one of the pay lots then walk back over. I'm sure there are other options but I am not aware of them.

If yuou go to the zone area.... There is secured parking .. THE MOST important thing is DONT leave your reciept/ticket in your car! This is your reciept... Where exactly are you going and ill tell you where i park my 430CLK.

I have lived in TJ for over 3 years now. Here's my advice, if you must venture into Centro then I would suggest staying out of the Zona Norte section, which I consider to be all streets North of 2nd street. Of course this does not include the via rapida, which is basically an expressway of sorts to the scenic/toll road 1D.

With one exception, everytime I have been pulled over by the police in TJ it has been in this area. If I were you I would put the car in parking on the US side and walk back to get the massage.  

I have found the best parking (so far) to be up on Rev.
Sorta behinde TJ Tillies, the same block as the AM/PM
and the Jai Lai Palace.

It is resonable (or has been for us) and is large and is staffed 24/7.

Good Luck

ML

Re:What if you must drive to TJ?

Hmmm...nice new BMW X5?  Personally, I would drive it across the border into the U.S., park it for $7 at the World Duty Free parking lot, and walk back across.

First of all, I must say that I agree with those that suggest staying OUT of the Zona ... There are a couple of OTHER places that are FAR BETTER (not to mention SAFER) for your hard-earned dollar.  If you like, you may e-mail me for MY personal suggestions.  

Secondly, if you want to DRIVE over, then I suggest you park your car at the lot for Las Pulgas.  Not only is it very reasonable, but it is also well-guarded!  (covered parking garage available, too)  You will find it located just 1/2 block off of Revolucion on 8th Street.  (unfortuantely, 8th Street is a One-Way so you'll need to go around the block)  Try not to be freaked-out that it is DIRECTLY across the street from the Police Station ... This only makes things SAFER, really!

Last, but not least, if you aren't particular about being with a (strictly)LATINA woman, then feel free to look ME up, as I am currently residing in TiJuana!  

xoxox ~ Lara

ps) I realize that need to update my site to say this, but:     I offer a MUCH lower rate for those willing to come see me in TJ, alright?