Sailing to Mexico is about as easy as it gets. I highly recomend you star reading Latitude 38 magazine out off San Francisco. They run the BaJa Ha Ha criusers rally every year. It starts in San Diego at the end of October. I have done it twice and hope to go again this year. They are full of info on how to do it.
Some things you need to do are: Get a turist visa, get a fishing permit for the boat, every boat even the dingy even if you dont plan on fishing, and a licence for every person on board.
You can do all this in one day in San Diego on your way down the coast.
When its time to come back you may want to truck the boat from San Carlos way up in the Sea of Cortez.
The Ha Ha is a great event. We didnt want to cruise with a big group but because of timing, hurricane season and insurance we did and had a great time and made many new and lasting friends.
Mexican officials are easy to get along with and they are in the process of streamlining the port to port check in system.
Good luck
