May and September/October have traditionally been the best billfish months on the East Cape (b/w La Paz and Cabo San Lucas). Any of the resorts down there can set you up really well, but the nicest facilities are at Palmas de Cortez and Rancho Leonaro.

I would recommend going out in a super panga or deluxe super panga too, because the big cruisers just want your money, and drive you around w/o caring if you catch anything.

Another tip, tell the captain you want billfish, and hold up a $100 bill. Tell him if you catch billfish, he'll get the $100, and he'll actually work hard trying to get you some fish. Otherwise, the captains can be kind of lazy.