My husband and I rented an ATV and went on a tour that went through a village, the desert, and to the Pacific Ocean. We had a picnic on a magnificent Pacific beach that was totally deserted. I highly recommend the glass bottom boat tours of Lovers Beach and the arch. The trip is very inexpensive, and the beach there is only accessible by boat and is lovely. The snorkeling was great too.
There is a colony of sea lions which inhabit some of the rocks out by the arch. Take a box lunch before you go which is offered by many of the local restaurants.
Quick Tips:
Don't miss the little beach bars on Medano Beach. They offer happy hour and have live entertainment.
Best Way To Get Around:
Walking is the way we chose. The resorts that we stayed at were close to the marina and downtown. We found that we spent most of the afternoon and evening walking and exploring. We stayed at Playa Grande and Villa de Palmar, which were equally as enjoyable. They offered many amenities and activities. The beach at Playa Grande is on the Pacific side and has a bad undertow, so stay clear of the surf.
On the otherhand Palmar is on Medano Beach, which is on the Sea of Cortez and offers calmer water that you can swim in. Both beaches are spectacular however.