Mexico is not the safest place to drive around with your own car especially during late hours but Yucatan and around Merida is one of the places you can do this without getting into bigger troubles. Rent a car for a couple of days (which is cheap) and grant yourself the freedom to arrive at the beautiful cenotes and ruins at times when the touristy crowd has left. It is totally worth it and the best thing I have done so far in Yucatan.