Just be aware that the Ajo cops (Pima County Sheriff) are now working speed traps all the way to the border from Ajo...right around the Border patrol checkpoint and also the entrance to the Organ Pipe Monument campground.
I had a 10am breakfast meeting with some friends and parked in front of Maria Bonita on the street and had my car broken into. They parked in the back of the place where there was not only security, but plenty of other cars. Pity they had not mentioned that to me. I thought parking on a main street (right there on the malecon) in broad daylight would be fine. (nothing was stolen from my car and I always have my purse with me) The reality was a bit different. .
I bet they saw the car and figured it was left there from the night before from someone who came down there late in the day, had to park at the end of the Malecon and was then too drunk to drive home, so the owner would be nowhere in the area. That sucks. We always park up top as though we are guests at the Hotel Vina del Mar (where Maria Bonita is located inside of) and haven't had issues at all.