The months of December through April is when the grey whale migration occurs pass the coast of San Diego. In the winter, the whales are heading to Mexico to give birth and then in the spring, they return North with their calves.
Bring a pair of binoculars with you to Torrey Pines, the expansive views of the coastline make this a perfect place to watch for whale spouts. Not only can you see whales, but you may also see pods of dolphins leaping past.
Or, if you're more adventurous, and don't get seasick, sign up for a whale watching trip - http://www.sdhe.com/whale-watching