Don't get me wrong...I live in Southern California and I spend a lot of time south of the border and love every minute of it...that said, not everyone likes Ensenada. I've been there off a cruiseship before with people who hadn't been there and they just turned around and got right back on.
IF you find you're one of those people...my suggestion is: take a cab to a hotel called Las Rosas for lunch. It's only about 5-8 minutes north of town and is a small but elegant hotel with a beautiful infinity pool overlooking the bay and ocean. They're very friendly there. I think if you have lunch then meander down to use their pool they don't even say anything (if you're not a huge group and don't look like you'll tear the place apart!). There were 8 of us, and they didn't say a thing.
Another option is to take a cab to the Hotel Coral...same direction a little closer to town. There you can have lunch by their pool overlooking the marina. If you're a huge boat lover, this is where Americans stash their expensive boats for months and months in order to avoid paying the US luxury tax so you can walk down to the marina and ogle some VERY expensive boats.
The drive to La Bufadora is very pretty...and once you get out there, the view is pretty too. I've always been disappointed by the blowhole itself, but if you're into buying really, really, cheap Mexican trinkets, this is the place to do it!!!!! Blocks and blocks of little booths. On the weekends, it's also a nice place to soak in a little Mexcian culture since Mexican families seem to make it a family outing destination.
The beach in town is Estero Beach...it's about a half hour drive from the ship. There they have boat rentals, jet skis, chairs, umbrellas, etc. Last time I was there (about 2 months ago) I realized there's one side (the left facing the water) that's less crowded than the side facing the open ocean. I'd try to stick to the left.
There's also a wine country not far from Ensenada...but I'm not sure about arranging for a tour on Saturday. If you're into it though, there is at least one winery right in downtown Ensenada. Haven't been there so can't recommend it.
Have a great time!
-Randy