I've been living in Yuma for 3 years now and rather than trying to review all the Mexican places in town (I've eaten at around 40, not all extant), I'll just supply a few notes about my favorites--the ones I eat at regularly.
1. Mi Rancho (27th and 4th Ave) and Tacos Mi Rancho (2nd and 4th Ave) are owned and operated by the same family. The Tacos location is the original and funkier and cheaper. It is also right off the 4th Ave freeway exit, so a good spot for those zooming by Yuma. Mi Rancho has the ambience of a Mexican border fancy restaurant and is where I take out-of-towners. Good Margaritas also. Both have large menus and fix everything well. My favorites include succulent green chile (pork), camarones rancheros, fish filet mojo de ajo, caldo de pollo (when available), caldo de res, al pastor, and sinaloa chicken. They also have arguably the best, most consistent salsa in town.
2. El Zacatecano (1300 block of 4th Ave in the back of a strip mall). This tiny place (just six tables) features some of the most intensely flavored food in town. It is truly a grandma/granpa operation. Very little English understood or spoken. Great chile rellenos, enchiladas (particularly the cheese with green sauce), birria de res, caldo de pollo with noodles, chile colorado, and the best menudo I've ever eaten. Hottest salsa in town.
3. El Zarape (8th St between A & B). This funky spot has a huge barbecue outside and the pollo asado (bbq chicken) is king. All their chicken dishes are outstanding--including the best taco salad in town (listed under American food, by the way). Also wonderful posole on Fridays. This is another place with a wide range of good food choices.
4. Taqueria Jalisco (Palm Plaza on Ave A). This is another small place. I love their big burros, paricularly with carnitas, roasted fried pork. Also good is a green chile (beef) that has real spice to it. And this place also does flat enchiladas and decent chile rellenos. For lunch try a cactus soup.
5. La Fonda (3rd Ave around 10th). The most Sonoran of my favorites is another place with good pollo asado, fine service, patty enchiladas, and Sonoran grilled tacos.
6. 8th st. Between B & C on 8th street are numerous taco stand type places. I haven't been to them enough except to say that for a hound they are interesting. Lucy's tacos has outstanding birria de chivo, Bettico's tortas and Mexiburger (connected to the Flower brand tortilla shop) both have great tortas. Bettico's Lomo torta is outstanding and comes with escebeche. Yum. These are my favorite fast food lunch places.
Of course, there are many other great Mexican restaurants in town; these are just the ones that I go to regularly. Your results may differ.