I just returned from Cabo last night. I took a couple of short, flouncy skirts that I wore with camisole tops and espadrilles. The nights cool down quickly, so you need a sweater. I took a couple of cropped sweaters and a cropped sweatshirt. I also took a pair of brown leggings that I wore on the plane, but I wish I had taken a black pair, as well. I would have worn them.
I didn't take any blue denim, but I wish I had taken a pair of TR skinnies along with some some flat (riding) boots to tuck them into. I was surprised by how many boots I saw at the bars at night.
But if I had to choose one necessity to pack, it would be a pair of WHITE SKINNY JEANS. I don't own a pair yet, but I thought all of the girls wearing them looked adorable. I was so bummed I didn't have a pair. The hostesses at one restaruant/bar all wore white skinnies inside tall black boots with heels. I'm going to be all over that look in another month.
For shoes, think espadrilles, ballet flats, and flip-flops (for pool/beach only please).