To caravan or not is a personal decision, some made their first trip in a caravan, some make all their trips in caravans, and some have never been in a caravan. The only caravans that I've been in were the ones I was leading.
The vast majority of us have never had any problems; a few of us have run across the occasional cop with his hand out (including me, but I've never paid a centavo).
There is no blanket answer to whether you should stay on the toll roads. This also is a personal choice. Some free highways are just as good as the toll roads, others will destroy your coach if you drive above 10 mph. I take the free roads most of the time so I can see more of the country and people. But some free ones I wouldn't drive if you put a gun to my head.
For camping, pick up a copy of Mike & Terri Church's book "Travelers Guide to Mexican Camping" or "Travelers Guide to Camping Mexico's Baja". This will be your bible for RV'ing in Mexico. They can be bought from Amazon or the Church's website.
Spanish isn't a requirement but it makes a much better impression if you at least try to learn some.
Most people have never met a corrupt cop, some of us have. It's no big thing; just refuse to pay them (or just keep telling them that you don't speak Spanish). Insist that they actually write the ticket and that they take you to see the judge. Don't give them your drivers license. Let them look at it but don't let go. You'll probably go around and around with them but they'll back down. Remember that most traffic infractions in Mexico can be paid at the closest OXXO (think 7-11) station.
To get more detailed answers, start by using the search function on this forum. If you can't find what you're looking for, post your question.
Enjoy Mexico
Most of the crime you may encounter will be of the petty theft kind.
The area's to avoid are about the same as in the US or Canada; stay out of the drug and gang/cartel areas of the cities, especially at night. Also don't linger in the border areas, get at least 100 miles south before you decide to stop to shop, sleep, or eat.
Remember, just because you've crossed the border doesn't mean that you can leave your common sense behind.