From the U.S. State Department:
Millions of U.S. citizens safely visit Mexico each year for study, tourism, and business, including more than 150,000 who cross the border every day. The Mexican government makes a considerable effort to protect U.S. citizens and other visitors to major tourist destinations, and there is no evidence that Transnational Criminal Organizations (TCOs) have targeted U.S. visitors and residents based on their nationality. 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.
... (C)rime and violence are serious problems throughout the country and can occur anywhere.
Sonora: You should defer non-essential travel between the city of Nogales and the cities of Sonoyta and Caborca (which area also includes the smaller cities of Saric, Tubutama, and Altar), defer non-essential travel to the eastern edge of the State of Sonora which borders the State of Chihuahua (all points along that border east of the northern city of Agua Prieta and the southern town of Alamos), defer non-essential travel within the state south of the city of Ciudad Obregon with the exception of travel to Alamos (traveling only during daylight hours and using only the Highway 15 toll road, aka cuota, and Sonora State Road 162), and exercise caution when visiting the coastal town of Puerto Peñasco. Sonora is a key region in the international drug and human trafficking trades, and can be extremely dangerous for travelers. The region west of Nogales, east of Sonoyta, and from Caborca north, including the towns of Saric, Tubutama and Altar, and the eastern edge of Sonora bordering Chihuahua, are known centers of illegal activity. U.S. citizens visiting Puerto Peñasco are urged to use the Lukeville, Arizona/Sonoyta, Sonora border crossing, in order to limit driving through Mexico, and to limit travel to main roads during daylight hours.
U.S. State Department Warning