Sure I can help ya out!
Getting there is pretty easy. Just take Hwy 95 south out of Yuma to San Luis and cross over into Mexico. Once you're in San Luis mexico follow the signs leading south out of town for El Golfo - it's pretty hard to miss as it's the only road out of town going that way.
Once you're out of El Golfo it's about an hour drive down a two lane country road with lots of farm equipment and a small town or two. Be sure to follow the speed limits in the towns - the local Policia are always on the lookout.
There's one Federale checkpoint you'll pass through more or less half-way there. As long as you don't have any guns or drugs you should have no problems. If you're driving a Dodge be prepared for a thorough inspection on the way out. (I'm usually the only one in my group who gets the full search unless someone else drives a Dodge down with us
Once you get there around the middle of the town the road turns to sand and dirt and basically just leads out to the beach. You can either follow the signs for beach access or take the path we normally do and stop at El Capitian for some food, beverages and to air down your tires. Also check out the tide chart to help you figure out how close to the ocean you can safely camp and wether or not you'll have problems getting up and down the beach at certian times.
This past memorial day were the highest tides anyone in my group had ever seen. For several hours a day there was no beach to drive down! Exploring further down ment you had to time your trip so you wouldn't get stranded by the tides.
Watch out for the bogs as well, when the tide goes out it leaves behind what looks like nice flat hard ground to drive on. But in some places it's basically quicksand. One of the worst is at the first big bend in the shoreline where you'll probably see parts of a shirmp hatchery over the hills. Again El Capitian has maps on the walls showing some of the things to watch out for.
We drove almost 40 miles down the beach this memorial day. That got us more than half-way to Rocky Point (assuming you mean Puerto Penasco - apparantly there's a rocky section of beach just south of El Golfo that's also sometimes called Rocky Point...maybe 10-15 miles down the beach.)
Where we were was on the other side of a small bay from Rocky Point but as far as I know unless your vehicle is amphibous you won't make it any further down the beach. It turns into a marsh kind of area and you can't go any further. There are trails further inland that lead all the way there and my friends have taken them before - but you better go prepared because it's not easy going and there's no traffy to speak of.
Hope that helps! If you have any other questions feel free to ask!