Do NOT mess around with Federales. We saw them in Mazatlan and Puerto Vallarta in fatigues with automatic weapons. My husband was in Cabo a year or so ago on a trip he won at work - about 20 sales managers - coming back from a night of carousing one of the really drunk guys kicked the window of the cab and broke it. It took everything the (local) tour guide could do to keep him from being thrown into jail, including coming up with some ungodly amount of money to fix the window.

The tourist towns (Cabo, Mazatlan, Puerto, Acapulco) are a much better choice than TJ. That's just third world and no rules apply.