Todos Santos is an hour or so by car north of Cabo San Lucas. The drive during the day is not bad, but it can be frightening at night due to cattle on the road and Mexican truck drivers. I love the trip, but I won't be the driver.
The town is small, low-key, and known for its art galleries. Allow a couple hours, at least, for shopping. Every trip I have found wonderful ceramic pieces by a local artist. They are beautiful and affordable. The town also has clothing boutiques and shops with the usual trinkets and tourist T-shirts.
Eat at the Cafe Santa Fe, which is a little expensive but worth it. The octopus salad is out of this world. The food is fresh, much of it from the garden behind the restaurant.