I can only speak to Baja and really it is a matter of the same common sense you would use in the USA, Don't flash a lot of money, try not to stay in areas you are unfamiliar with by yourself, stay away from folks trying to sell you illegal items or obviously stolen merchandise and you will be fine. I have only been robbed twice, both times in the USA...Never in Mexico.
We enter at TJ and usually around 4-5 AM with the idea of hustling down and away from the border as quickly as possible. Since we are familiar with the roads/driving conditions we can usually make it to Guerrero Negro by the evening. We try never to spend the night on the side of the road near Catavinia which is a beautiful area but where there have been many reports of robbery and vehicle break ins over the last 4-5 years. If you do find yourself in that area park in the lot of the Hotel and you will be fine. Don't go off down the side roads and boondock there, you are asking for trouble.
At GN the malarimo is a nice inexpensive place for a meal and room if you want. From GN down it is a whole different place and you will encounter some fantastic places and people.
To much to talk about in just one post but thepoint I want to make is it is a once in a lifetime spectacular drive and as long as you are careful and use common sense you should by all means do it. We first drove down there in 94 and ended up buying a place on the ocean. Within 2 years we were living down there full time for 9 years with our own business. We are now back in the states because our folks are getting old and we need to be around them plus the wife wanted to go back to NC State and finish her degree. I still pine for our place and it is a shame that it just sits empty now. BTW nothing is locked up and we have never been robbed just a simple lock on the driveway gate. Elias Calles is a small simple town and everybody knows each other.
A good forum for baja info is
http://forums.bajanomad.com/. I post there as bajabus.
Do go and have a great time
