Yes, you can pay a little extra and get you tourist card from Vagabundos, but you will still have to stop at the border to pay and get a stamp, so I don't think this makes a difference.
Yes, you can get your card in Ensenada, and they may or may not fine you, depending on their mood, number of gringos that they had to process on that day, and whether they had their lunch already. I did this in 24/7 customs office in Ensenada on holiday Sunday after crossing the border 2 days before. There was no fine and the guy gave me max 6 month without me asking. It was not a regular Migra office - that one was closed of course, but it was another door next to that one. The guy was smoking outside, no clients, a little polite chit-chat in my un poco Espanol, and off I went with my card.
But I agree that you should better get it at the border. That guy told me, quite friendly, that it is not allowed going further than Rosarito without a tourist card.