Just a couple months ago I visited the Mud Caves of Anza-Borrego Desert state park.  It was probably one of the most interesting places I've seen in the park.  Here is a link to an article and video about the Mud Caves that we published here on DesertUSA.  

http://www.desertusa.com/anza_borrego/Mud_Caves.html

We also drove through Canyon Sin Nombre and up the the Carrizo Badlands Overlook. It was fairly easy to get to.  We drove in a 4WD Jeep.   This was in March 2008.