I suggest getting in touch with the Baja Bush Pilots in Arizona, they have a website. Everyone there is an experienced Mexico hand. Flying down there gets a bit pricey, avgas is very expensive and sometimes hard to find.
However, you have armed guards to guard your plane everywhere (16 year old kids with M-16s) and you must file flight plans. (Filing a flight plan sometimes consists of writing your details in the airport notebook).
I suggest you go down with an old mexico hand the first couple of times, its a bit dodgy to do it on you own the first time.