I was in Agua Prieta recently and had no safety problems-- I don't think they're having much of the drug violence there. We went to see the roasting facility of a Fair Trade coffee company-- Just Coffee. They showed us how they roast coffee, talked to us about Fair Trade, etc.,.. it was really cool. Might be an interesting way to see a part of Mexico.
Nogales is definitely set up more for border tourism... streets of shops and stands, etc. But it can be pretty depressing, the poverty is unavoidable, and people will work really hard to convince you to buy something.