From the U. S. State Department:

Millions of U.S. citizens safely visit Mexico each year, including more than 150,000 who cross the border every day for study, tourism or business and at least one million U.S. citizens who live in Mexico. The Mexican government makes a considerable effort to protect U.S. citizens and other visitors to major tourist destinations. Resort areas and tourist destinations in Mexico generally do not see the levels of drug-related violence and crime reported in the border region and in areas along major trafficking routes. Nevertheless, crime and violence are serious problems and can occur anywhere. While most victims of violence are Mexican citizens associated with criminal activity, the security situation poses serious risks for U.S. citizens as well.

Due to ongoing violence and persistent security concerns, you are urged to defer non-essential travel to the states of Tamaulipas and Michoacán, and to parts of the states of Sonora, Chihuahua, Coahuila, Sinaloa, Durango, Zacatecas, San Luis Potosi and Jalisco. Details on these locations, and other areas in which travelers should exercise caution, are below.

You should be especially aware of safety and security concerns when visiting the northern border states of Northern Baja California, Sonora, Chihuahua, Nuevo Leon, and Tamaulipas. Much of the country’s narcotics-related violence has occurred in the border region.

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On the other hand, http://sonoraissafe.com assures Americans that Sonora, the Mexican state just south of Arizona, is SAFE, AFFORDABLE, & FUN.