If you are renting in Tucson then i would stay in the states. Plenty of good riding in those parts. Head south of Tucson through Sonoita then east to Tombstone, Bisbee, Douglas (walk across the border,,,you will see all you want to see in about an hour and a half,,,lol). From this point head North through Wilcox, Safford, Morenci, Alpine (either Tal-Wi-Wi or the Greer Lodge are great places to spend the night). Head East to Show Low then either start your Southern descent through the Salt River Canyon to Globe, Florence and Tucson or (my choice) continue East to Payson then North through Strawberry, Pine, Happy Jack and Flagstaff. Then go South through Sedona, Jerome, Prescott, Wickenburg, Phoenix and Tucson.
Any variation of this route will blow away anything that Mexico has to offer. Definately avoid the border towns. We rented bikes in Cabo San Lucas last year and had no problems what so ever. Well except for the roads, drivers and cattle....lol. It was a nice ride along the coast though.
Hope this helps. Ride safe.