Some driving tips:
Overall the roads are good. You will most likely come through Phoenix, Gila Bend, Ajo, Why, crossing at Lukeville, AZ , into Sonoita (Mexico) then Penasco. Arizon has a very strict alcohol container law and you can be arrested for having an empty beer can in your vehicle.
Gila Bend-Ajo. The roadsurface is in pretty good shape, two lanes not too narrow. There are dry washes on this stretch that will flood across the roadway if there is a big rain. You may even run into an immigration stop.
Ajo. This is an old copper mining town and you will see the mine tailings along the road out of town. This town is a speed trap. Watch the speed limit signs very carefully in and out of town. The local enforcement cowboys have been known to ride on your back bumper to intimidate you into speeding. Don't do it!
Ajo-Why. Road is similar. You will pass a large Border Patrol center in Why at the intersection of the highway from Tucson. There is a neat little store there if you want to take a break, you will be an hour and a half or two from Penasco at this point, depending on the time at the border.
Why-Lukeville. Road is a bit narrow in places but the surface is good. This area is home to largest forest of Saguro Cacti in the world. Be prepared to be amazed and stop and take some photos! People also teds to speed along this stretch and there have been some horrific accidents so take care. The road is winding and up and down with little opportunity to pass so those in a big hurry take a chance. You will likely seen lots of Border Patrol activity on this part of the road.
Lukeville. Right on the border, US side. Expect to be stopped on the US side by the ICE folk who ask about how much money you have and if you have guns. On a busy day this stop can consume half an hour or so, before you get to the border. There is a duty free store if you need a bottle of Vodka or whisky. You can bring some into Mexico as it is expensive here.
Sonoita, Sonora, Mexico. As you cross you will see a traffic signal like light, red or green It will flash, if red pull to the left for inspection, if green you can drive right through, although you can still be asked to stop. If you bring a dog and the agriculture inspector is on duty, he may ask for vet papers and take the dog's picture (Dont' ask, no one knows why!). If you have dog food the Ag inspector will take it. There are items prohibited, guns and bullets are very strictly controlled, even an empty cartridge can get you into trouble so if you are a shooter be sure to clean every nook and cranny. Many people feel the need to bring down lots of food but that is completely unnecessary. You can find all you need here at several large supermarkets and lots of little tiendas. Beef is prohibited, chicken ok with the USDA stamp on the original package. If I were you I'd bring just stuff to eat for the trip and have a shopping adventure here. If you are bringing an ATV, trailer or boat you will need to show registrations and or titles for each. You will be staying in the free zone so there is no need to be concerned about getting a Mexican Tourist Visa.
As is Ajo, Sonoita is a continuous speed trap. Speed limits are posted in KMPH and are VERY low. Watch the signs and stick to the limits here. The locals will pass you but if you drive above the limit there is a high probability of getting nailed, particularly on the way out of town. They will offer you the opportunity to pay a 'curb fine' an not go to the court. The route throuh Sonoita is well marked with large signs. The town can be a little busy as a major East-West Mexican highway goes through town.
Sonoita-Penasco. Again watch the speed limits as you leave Sonoita. There is an almost continuous Radar station on the way out of town. The highway to Penasco is actually a better road that the road from Why to the border. Nice and wide and mostly straight. Driving at night can be a little risky as vehicle tail lights are sometimes an option and cattle have been know to roam!! In town traffic is usually light but keep an eye out for bicycles as they tend to weave in and out. Also stop signs are optional for Mexicans but mandatory for visitors so, as with the Sonoita speed limit, ignore the locals and obey the signs!!