A friend on mine did Texas to the canal and back a few years ago:
http://www.bayarearidersforum.com/fo...hreadid=153528
A bunch of us are planing on riding our bikes from SF to La Rebera (Southern tip of Baja) this February.
You have to be careful but it is not total anarchy. I felt safer the last time I was in Tijuana than I did in New Orleans this week