Cabo San Lucas, Mexico
If you get a chance, check out Cabo San Lucas.
Among the safest locations for tourists in Mexico these days, Cabo is host to many guides and charter boats. You can choose a larger boat or a "panga," which is a smaller boat many fly-fishers prefer.
We had great success recently catching bunches of Dorado there. While it was cold at home, it was nice and warm in Mexico!
Co-Founder, The Virtual Fly Guides