Isla San Jorge is my recommendation but is far from Pto. Peñasco. If you want to venture 10kms of sand in 4x4, or if you have good off road skills with low tire presure on sand; Then drive about 25 km on road 35 towards the south, then just before Ranch Sahuaro you will find a CFE electrical substation, take the dirt road to the west, pass the salines, and then drive along the Sand on San Jorge Peninsula about 5 Km until you reach the north point and the land ends. There is a fishing labor camp at this point, you may reach a deal paying with cash "and gasoline" for someone to take you to the Island. Don't expect to dive in the same day you reach a deal with the fisherman's, better make the arrangements for the next day. The South-west area of the island has big rocks in the bottom and large fishes; here I saw a sea lion with a fresh wound / large part of his body missing from a shark attack. On the East side the bottom is sandy and shallow.