We stayed at Playa Bonita http://www.ontheroadin.com/pacificcoast/pacificnorth/playabonitarvpark.htm for three weeks last November. Thoroughly enjoyee it. The swimming was great. Crossing was easy. Make sure you carefully check both the Mexican and U.S. Customs regarding what can be brought in and what is prohibited. Our travel trailer was thoroughly searched when we crossed back into the U.S. at San Luis just south of Yuma.
Organ Pipe Cactus National Monument http://www.nps.gov/orpi/index.htm South of Ajo is an interesting stop if you have the time.
Gene