I've previously looked into traveling to Tijuana, which is in the Baja California region. You'd think a big city right on the border of the US is safe but most reddit posts on the issue were saying don't stay in the city after dark, travel to tourist areas only, so many precautions to take. Alert to the potential of violent crime is probably where I draw the line on travelling somewhere. If the likely worst thing that's going to happen to me is being pickpocketed or my phone snatched out of my hand by a passing motorbike, I can deal with that.