My DW and I just got back from a great 2 weeks in Puerto Penasco which is also called Rocky Point. It is aonly 60 miles into Mexico from the US Border crossing at Lukesville AZ
We travelled down with a few friends and we staying in the Playo de Oro campground and had a back-in to the beach. Full hookup except TV but we had out SAT dish with us and worked great and actually picked up the local channels from Phoenix.
The border crossing south was no problem at all. Actually we received a green light and entered with no inspection. Coming back easy as can be with passports.
Here are a few pictures.