In general do not worry about being mugged in Cabo. So before leaving home, check with your credit card company to confirm your PIN number required for cash advances from ATM's. Get your fishing license before you go. Once you get there some of the operations sell them and some don't. Although you will seldom be asked to produce a fishing license while you're fishing, it is common to be asked to produce it at the airport prior to checking your bags.
Anglers dragging around coolers are easy to spot.
Mexican customs issues you a receipt for the airport tax when you arrive. This policy varies by airline but is well worth checking into. You press the button and if the light turns green, you and your luggage pass unsearched. If it turns red, be prepared for a short delay. Once you make it outside you will find the taxis, hotel and car rental shuttles.