During the holidays the water gets fairly cold, so if going on a boat and you are trained and doing multiple dives, drysuit if it is convenient for you. A 7mm fullsuit with hooded vest will see you through fine, though. Beach diving la jolla shores is always a nice excursion, and there are several boats that go out to wreck alley with the yukon wreck dive offered. The yukon is a nice advanced dive, and even beach diving la jolla canyon you can go pretty deep.
It is also lobster season at that time, so if you feel like shelling out for a CA fishing license with ocean stamp (~$40 I think), the bag limit is 5 per day to bring back home to your relatives in AZ, best to catch them at night.
Going to mexico is OK, la bufadora is about a day's drive, but if coming from AZ and you only have a day, I dont think MX is a good idea simply because the drive will be insanely difficult to manage during the holidays on a limited schedule. Border crossing waits at San Ysidro AVERAGE over an hour. In Otay Mesa (farther east SD county) it is a bit less, but it is still a lot to go through for a dive. San Diego is probably your best bet.
PM me for more info, or check out
www.divebums.com - they are a local SD dive group.