From Phoenix:

The easiest way to get to Rocky Point is by following I-10 west until you get to highway 85. Take highway 85 south. Travel through the towns of Gila Bend, Ajo, and Why. These are all good places to fill your tank, rest, or get a bite to eat. Continue south to the boarder town of Lukeville, Arizona. After crossing into Mexico, follow the signs for Puerto Peñasco/Rocky Point. You will be traveling south on Mexican highway 8 until you reach Rocky Point. (207 total miles)

From East Valley of Phoenix:

Take I-10 east toward Tucson; take State Route 347(Maricopa Road) and follow it about 33 miles to I-8. Go west on I-8 to the town of Gila Bend, then head south on highway 85 to the boarder. Follow the signs to Rocky Point along Mexican Highway 8. (226 total miles)

From Tucson:

From Tucson you will need to take highway 86 west (Ajo Way). It is accessible from I-19. Follow highway 86 to the town of Why, Arizona. There, take highway 85 south to the boarder. After crossing the boarder, follow the signs to Puerto Peñasco/Rocky Point. Travel on Mexican Highway 8 until you reach Rocky Point. (214 total miles)