You could take the train from downtown San Diego's Santa Fe Train Depot to San Clemente. It is a beautiful ride along the coast. The train is called the Pacific Surfliner, and it is very inexpensive. To get to Laguna Beach which is fairly close to San Clemente you would connect to the OCTA Route 1 bus. The bus route is along the Pacific Coast Highway. OCTA stands for Orange County Transportation Authority.
Here's a link to the bus schedule.
http://www.octa.net/pdf/pdf/mar2009/route001.pdf
To purchase train tickets, simply purchase tickets at the Amtrak ticket counter inside the Santa Fe Depot.
To go to Hollywood, you would need to take a bus back to San Clemente or the other towns along Amtrak's Pacififc Surfliner route, and take the train (either Amtrak or Metrolink) to Union Station in downtown Los Angeles. Check out the main waiting room here--stunning architecture. And maybe take a walk around downtown (attractions include Disney Concert Hall, Olvera Street, Little Tokyo, Philippe's for their famous French Dip sandwiches--http://www.philippes.com/) At Union Station you would then connect to the red line subway train to the Hollywood/Vine or Hollywood/Highland train stop.