While Mexico at large may be in the 'reconsider zone', Los Algodones right across the border from Yuma is certainly a different case.
The greatest dangers there ( in order of danger...
:angel: ) are the Margaritas at the restaurant and too many attempts to get you to use this dentist or that dentist - they all have staff whose job it is is to get you in to 'their' facility. That and street vendors aggressively hawking their wares.
Parking on the US side is provided by the Quechin?? tribe, get there early or be prepared to walk from the back end of the parking lot or the overflow on a busy day. Walk through the border security, bring proper identification so you can get back in to the US.
Prescriptions (not narcotics) are available at several drugstores - all you need to know is what you need and be specific. Opticians and dentists appear to be all American trained. Prices are substantially lower than what you'd pay in the US.
The only dental work I haven't been able to find done there is that with total sedation.