This is a tough one...we've had a beach palapa in Baja Sur, just below the small village of Mulege (Moo-L-Hay), on the Sea of Cortez, about 500 miles below the border, for about 10 years...
We recently let it go, due mainly to some health issues that required us being closer to home...so we plan doing more 'exploring' here at home for awhile...
Yes, there are definitely some safety issues in Mexico...mainly near the border towns. There have been some isolated thefts of vehicles in remote areas, but they seem to be few and far between...
The Mexican Military have 'check points' on the main routes in Baja in an attempt to cut down on the amount of contraband moving North on those highways...they usually just wave USA vehicles through when Southbound...returning back North, however, they stop and check all vehicles with a cursory search...sometimes with dogs...These Military stops are, for the most part, professional, with the search for guns and drugs, and you're on your way...no 'shakedowns' here, except maybe the request for a cold drink, once in a while when they see your ice chest is loaded!
I stopped in Tijuana for a week last year on one of my trips, to get my old Bronco painted and upholstered...I stayed right downtown, and it was a tourist ghost town, for the most part! I moved around without fear, but didn't take any late night strolls in the 'shadier' parts of town, either!
I guess, if one were 'looking' for trouble, you could probably find it easier along the Mexican border towns...If you're just traveling through, you're not as likely to run into 'trouble'...Traffic infractions by visiting US vehicles are monitored more closely, IMHO...watch your speed and stop signs, etc...and there's a remote chance a local 'Policia' may stop one for an 'imagined' infraction, and ask that the 'ticket' be paid in cash on the spot, wink, wink!...If you insist on going to the local Magistrate to pay your 'fine' (the proper way it's done), the officer will usually back down...keep your cool, however, as you are a 'visitor' in their country...smiles and calm greetings always seem to be the best way to operate...again, IMHO.
In the thirty years we've been traveling to Mexico, we've never been hassled by the police or any bad guys...I'll admit, it's probably a bit more 'risky' these days due to all the increased pressure from the drug traders to get their nasty stuff across the border - Home Land Security has probably made an ever increasing impact on this Northbound 'Trade' than ever before, and we're seeing the infighting results along the border towns...
I'd leave for the Southern portions of Baja California tomorrow if I had the chance...using normal caution on the road, traveling only during daylight on the mostly narrow roadways...