The "bible" for Mexican RVing is Mike and Terri Church's book :Traveler's Guide to Mexican Camping. You can buy it on Amazon. It is a little dated now but you can get some updates online at rollinghomes.com. You will find itineraries and all the campgrounds etc covered.
Tucson to PV is about the easiest of the trips to Mexico by road....the toll roads are OK ,sometimes really good ,sometimes with potholes or under construction and always expensive!
As for insurance...yes it is true that no US or Canadian insurance companies cover travel in Mexico, you are obligated to buy Mexican insurance which is readily available. You will also have to do some paperwork at the border to temporarily import your vehicles that will take about 45 mins to an hour to complete. This is all covered in the Church's book.
Some last bits of advice ...don't join a caravan....you will pay about 6000$ in addition to your fuel, insurance and meal costs and will be following the same itineraries as the Church's book. Get an early start the day you enter Mexico....you can stay at the Walmart in Nogales, AZ and meet up with fellow travelers and travel with them if you want an extra measure of safety.
Above all enjoy your trip...it is great in Mexico and the people are wonderful and are the first to stop and help you if you have a flat or other roadside problem.
2000 Alpine 38 FDS