Nogales serves as the entry point for most Americans driving from Arizona into Sonora—generally to a beach community like Puerto Peñasco. Although it's considerably smaller than the border cities of Tijuana or Ciudad Juárez, Nogales can be chaotic, and it has had the same problems with drug cartel–related violence as its larger counterparts.
If you're driving down, consider heading along Highway 85 from Phoenix or Highway 86 to Highway 85 from Tucson and crossing at Lukeville to the Mexican town of Sonoyta. For the coast and Puerto Peñasco, pick up Mexican Highway 8; for Hermosillo, take Highway 2 to Highway 15. Always travel by car during the day; if you arrive in the region too late to drive onward before sunset, overnight on the Arizona side of the border.
As flights from Nogales to elsewhere in Mexico tend be expensive, consider flying into Hermosillo and traveling onward from there.
At this writing, we don't recommend taking day trips to Nogales.