Bahia Concepcion, (Conception Bay) is about 675 miles south of San Diego. It's best to take a couple of days to drive on the narrow highway to get there. Once you reach Mulege, travel south to Coyote Bay area, and watch for camping along the shoreline. There are palapas along the beaches. Someone will come by to collect money from you. It was about $7 US per car when I was there. Someone will come by to sell you a barrel of water for washing, also.
Kayaking, hiking and sightseeing are three of the activities you can enjoy here. If you are not an experienced sea kayaker, beware the sudden wind that can come up when you are far from camp. You can paddle out to all the islands and also along the shore to the north and south. There are small beaches where you can land.
For hikers there are small desert peaks all around which afford you a great view of the bay and its islands.
Explore San Ignacio, Santa Rosalita and Mulege on your way down. There are historic missions, desert oases filled with palm trees, quaint villages with colorful businesses lining the streets.
Change your money to pesos before going. You must have a passport. If you are staying more than a few days you must get a visa at the border. Speaking some Spanish is extremely helpful since most people do not speak English.
WARNING! Hiking and outdoor related sports can be dangerous. Be responsible and prepare for the trip. Study the area you are entering and plan accordingly. Dress for the current and unexpected weather changes. Take plenty of water. Never go alone. Make an itinerary with your plan(s), route(s), destination(s) and expected return time. Give your itinerary to trusted family and/or friends.