Mexicali is a useful base for getting deeper into Baja California. San Felipe, two hours south on the Gulf of California, is an old fishing village turned weekend beach resort with calm shallow water and good ceviche. The wine country of the Valle de Guadalupe is about three hours west via Tecate — small boutique wineries, ranch-style restaurants, and one of Mexico's best growing regions. For mountain scenery, the Sierra de Juárez and the Parque Nacional Constitución de 1857 with its pine forests and high-altitude Laguna Hanson are about two hours southwest, a startling change from the desert floor.
The Cerro del Centinela, the conical hill that dominates the western skyline, can be hiked in a morning when the weather is cool and gives one of the best panoramas of the city and the Mexicali Valley irrigation grid stretching to the horizon.