The Mexican Independence Day celebration spans 2 days. El Grito (the cry of Independence) is at 11pm on September 15th. Many businesses will be closed on September 16th, which is a legal holiday.
The Zona Norte, of course, never closes. Some years you'll find some sort of celebrations at some of the Zona bars. Often some chicas will do things like wear costumes resembling the Mexican flag.
The behavior on the night of September 15th is a sort of mixture between New Years Eve and a college football game. There is a lot of drinking by the locals, plus people ride around in cars waving huge Mexican flags and honking car horns. (You’ll see a lot of that on Ave. Revoluciَn and in the Zio Rio on Paseo de los Hereos.)
It’s not a safe time to drive, nor really a good idea to be out late. There are lots of accidents, fights, etc. as is usually the case when alcohol is mixed with a festive mood.
In my travels I’ve often found it is wise for Americans to keep a low profile in foreign countries during times of heightened patriotism. Especially when there is a lot of drinking and/or when the US is engaged in unpopular activities. I’ve never heard of Americans having problems of this nature in Tijuana, nor is there a strong anti-American sentiment in Tijuana at the present time. Still this is a practice that has kept be safe during some tense periods (like one time in South America when an inflamed population was cutting the ears off Americans due to a dispute over fishing rights) so, while the danger is low, I still follow my “keep a low profile policy” in Tijuana during El Grito.
On another site I posted some information about the history regarding Mexican Indepence Day. Which includes why, thanks to Poririo Diaz, El Grito is now at 11pm on September 15th, instead of dawn on September 16 when it was originally issued by Miguel Hidalgo.