I was living in San Luis briefly. It is right up against the Mexico border and not too far from Yuma. There's actually a surprising amount of things you can do here in San Luis, and it's an enjoyable small city. San Luis has a lot of stores and restaurants on both sides of the border so you won't have to go far at all for shopping. It's very affordable to live here too. A nice ranch won't cost much more than $150,000.
If you don't mind the heat in the summer, there's a lot to do outside too. There's always something going on whether it's a street festival or a farmers market. The city has a lot of parks you can relax in too. San Luis Plaza is probably the best area in San Luis because it's a very comfortable indoor mall and a great way to escape the sun and get your shopping done easily.