You guys both bring valid experiences. I have as well taken my 4X2 Xterra many places other 2WD's absolutely would not go!
However, the usual precautions for four-wheeling should strictly be adhered to, especially when in a foreign place.
I don't know D'oh Monkey, but if he speaks no spanish, and doesn't know the local customs...Baja is probably not the best place to explore trails alone in a 4X2.