Help J1-F1 at TJ, wojiang

Wojian, thank you so much!
My j1 is ending and I am transfering to another schoool.The I 20 will be sent to me tomorrow, but I am allowed to register late to 19th this month. Is there any one share experience of getting visa in TJ? How much risk it could be for my situation ( I almost complete three years J1,I got offer for F1 and with my wife and little son ). If we are refused, how can we manage to go back China from Mexico? Can we use check or credit in Mexico, or we'd better bring all cash? Thanks a lot!