We made it into many places we never would have seen otherwise by picking locks. It's also a good way to get in and out without damaging anything. Surprisingly, lockpicking is not as hard as many might think. I have only had one incident, where I thought I saw the guard, but made it away safely. The magnetic door alarms here at UCSD are big, primitive and obvious, so only an idiot would set them off.
Many schools do have rules about tunnels.
I do not know of any specific UCSD rules regarding the tunnels, but in my experience, students who are caught tunneling get off with a warning not to go back, as long as they weren't breaking or stealing anything. Here at UCSD, all we have in the actual tunnels are really old magnetic sensors on some of the doors. These are quite bulky and easy to detect. Some buildings or higher-security areas might have motion detectors, but never in the tunnels themselves. The greatest danger of tunneling would have to be the 400 degree steam pipes all around you.