Canyon de Guadalupe
Getting to Canyon de Guadalupe is not an easy task (which is one of the reasons it is so much fun). Four wheel drive and high clearance is recommended, although it is technically possible to get to the oasis without it. You will need to enter Mexico from either Tijuana, Tecate, or Mexicali.
After entering the Laguna Salada section of the freeway there will be a very large clearly marked freeway sign indicating the dirt road that leads to Canyon de Guadalupe. It is a 30 mile journey on a decent dirt road to get to the canyon. The last 5 miles heading up into the canyon are the most difficult. Drive straight until you come to the enormous olive plantation, immediately at the end of the olive planation is a small sign indicating a gentle right hand turn. Follow this road straight to Guadalupe Canyon Oasis Hot Springs.
Another option is to take the Hot Springs Shuttle offered through Baja Trek (BajaTrek.com)
Winter, Spring and Fall are the best time of year to go. Winter is particularly nice as the mildly cool temperature will make the hot springs feel all the better. In spring expect lots of flowers and full flowing waterfalls. Summer is the worst time of year to go as Laguna Salada can get up to 120 degrees making for less than enjoyable hot spring weather.
Once at the canyon, you can park your car in the palm tree grove and hike throughout the canyon.
You'll want to bring your own supply of food and water. There are barbeque grills, picnic tables, and palapas (shade coverings) provided at each campsite for a comfortable cooking experience.
Bring plenty of water, particularly if you are traveling in the summer months as you'll be crossing the wide open desert.
You can either drive out the way you came in, or attempt the route south to San Felipe. The latter is a difficult road that is not clearly marked leading through desert ghost towns. If you go this route bring a GPS.