The most hassle-free way to get to Monterrey is by bus. The Americanos bus line leaves from the Greyhound station at 916 E. Koenig about every two hours. If the person working the counter is in a good mood, they'll tell you when the next Americanos bus comes, and they'll sell you a ticket beforehand. If not, you can pay the bus driver en route. It costs about $40 one way.
You'll also need a visa, which you can buy at the immigration office where the bus lets passengers off to cross through customs. Typically, the bus driver will wait about 15 minutes. You'll need a passport or birth certificate and a driver's license. The immigration official will hand you a form to fill out. The visa should cost around $18. Word to the wise: When dealing with Mexican officials, always be nonchalant and polite, even when it's clear there's no meaning to the madness. Getting angry will only make your visa cost more.
It should take about seven hours to reach Monterrey. Once you're there, it's no problem getting around. The city is teeming with taxis; it also has a metro and extensive bus lines.
The following are cumbia clubs to check out, with a caveat: Many of these bars are rough, working class bars. For pure Monterrey-style cumbia, you can't do any better than Bar de Max, a grimy club next to a strip bar downtown. The music is amazing, but it's best not to go without a local who knows what they're doing. I went with a burly lawyer, who advised never look anyone in the eye (a tough rule to follow when you're trying to order a beer). Two other clubs are Kan-Kun and the Everest.
Here are some other recommendations that won't require you to update your life insurance policy beforehand. Cafe Iguana in the Barrio Antiguo district on its cumbia-fusion nights (where sometimes you'll find Toy Hernández behind the turntable) is highly recommended. Check out the club's amazing Web site for more info: www.cafeiguana.com.mx.
Also, catch the Colombiano dancers and musicians playing in the Plaza Morelos on weekends near the Macro Plaza. And don't forget to hit the flea market underneath the well-known Puente del Papa (Bridge of the Pope), where you can check out the sonideros and their rebajada mixes. The flea market is open weekends.