Ensenada
Paul,
I normally stay in one of two places when in Ensenada. Cruiseport Village Marina is close to the center of town and everything is within walking distance. Last year we went down for the start/finish of the Baja 1000 offroad race. The start is a block from the marina.
The problem with CPVM is that there are no good amenities. It has showers, but that is about it. When I have my wife with me I stay at the Hotel Coral Marina with access to the hotel's pool, bar, restauran, spa. It is a much more wife friendly marina.
I have not anchored at Todos Santos Island, but there is an anchorage there. Also, people used to be able to anchor inside the Ensenada harbor, but that is now banned.
Tony