Haven't been to Nogales for a few years but was always fun. There is a certain "carnaval" atmosphere for the first few blocks but if you take the time to go further in you will find interesting places for regular Mexican citizens. It is pretty safe in my opinion as long as you aren't down there for prostitutes, illegal drugs or getting sloppy drunk at bars. By the way, people tell me that doing those types of things in any city in the U.S. will also get you into dangerous situations! Just took a trip to Chicago in April and had a great time even though they had 90 some people killed there on the 4th of July a few years ago. Go have fun and just exercise some caution as I am sure you will as seasoned travelers.
