It makes more sense to use Tecate, unless you're coming from the yuma area. If you do want to go from Yuma, crossing near there at San Luis de Colorado,you will likely want to avoid a very rough section quite a bit south of San Felipe, so you would need to turn west, from the direction of Gulfo de Santa Clara, to intercept Hwy 5, follow as far as El Chinero then take the northwest road, Hwy 3, to the Ensenada area. This is all counterproductive, unless you enjoy seeing quite a bit more of the country.
As a complete aside, the new(er) road that now joins Rocky Point and the Gulfo de Santa Clara area, through the Altar Desert, is a chance to drive right through a desert, big sand dunes on the north mixed with glimpses of Gulfo de California to the south.
But your best bet for a speedier trip south, as Navigator points out, is to use the Tecate crossing. If there is a chance you will want to head over to the Mainland, get your paperwork there at Tecate first, easier than searching out the extra paperwork required to drive on the Ferry to the Mainland, from what I understand. I know a couple that just had to head there, found nowhere to get the rquired importation papers in La Pas, so drove completely around the Sea of Cortes, a four to six day drive. Mexico is quite a large country!
