Most San Diegans have been to Anza-Borrego State Park, but I wonder how many have discovered the (self-declared) Slot Canyons.
When entering the park from the 8, take a left after the exit, go past the only two bars in town, and if this doesn't sound like a Mexican beer commercial yet, go through the few stop signs signifying a residential area and take a right after the "Canyon Sin Nombre" sign. You'll need a 4-wheel drive vehicle to get through down into the badlands area, with enough large rocks to keep the weak at heart out of there.
Proceed along the dirt road and park/camp wherever you want, for free, as long as you don't gather any wood and have a contained fire in a grill or other container. "Slot Canyon" is on the left about two miles down the road, with the best site for camping in the whole park.
You can pitch your tent right in the slot of the canyons and get enough shade to sleep comfortably the next morning...a serious treasure in the desert.
There are trails leading straight from this spot up into the canyons with some amazing views; they’re great both day and night (with a full moon or good headlamps). Just remember to keep your bearings, because it all looks the same once you’re off the trail.
The fire at night against the canyon walls is magical, with wildlife creeping all around. We saw a snake by day and a lot of foxes at night. While the joy of camping in the desert is being able to leave your food/kitchen stuff out without fear of bears, the foxes stole brie cheese right off our cooler – so watch out for those classy things!