Rent a car in Az to travel to Mexico
Actually you can rent a car and drive to Rocky Point. Budget allows this. There are strict rules you must abide by. Foremost is purchasing additional auto insurance for Mexican coverage. This is done at the U.S. rental car location only. You cannot buy Mexican insurance on U.S. rental vehicles in Mexico.
Per the FAQ’s at Avis it is not allowed. http://www.avis.com/car-rental/content/render-faq.ac
The cost of insurance will be $30 per day for most classes of vehicles. Some larger or more expensive vehicles will require $40 per day.
In addition not all Budget locations permit Mexican travel. Authorizing locations are limited to Arizona, Texas and California.
You can only drive a rental car into Mexico as far as the 28th parallel which is Guerrero Negro or 250 into the Free Zone.
When consumating your rental contract you will need your license, credit card and passport.
After researching all this stuff I think it would be easier and cheaper to just go to San Diego. Whew!