If you travel South via the Mainland you may encounter more Military checks than in Baja and certainly much more traffic ... going both directions. Most definitely don't ride at night through this region. The mainland has toll roads, not always easy to avoid. Very expensive. Like $60 USD to go about 100 miles. No tolls in Baja.
Baja would be my choice ... but I'm a Baja fan. It's quiet and mellow, a good introduction to Mexico. Things are pretty hectic over on the mainland by comparison. On a Vstrom you can't explore much of the off road parts of Baja but it's a beautiful ride down in any case. A bit more expensive than mainland Mex. (fuel is the same price) You will likely encounter lots of tourists, mostly Canadian and likely some Americans on bikes, both dirt riders and travelers. Sept. is off season so bargain hard to LOW rates.
Baja will take a bit longer and cost a bit more because you've got to take the Ferry over to the mainland. All worth it IMHO. I would Ferry from La Paz to Topolobambo. Only takes five hours and much cheaper than going the 12 hour Mazatlan route. (two Ferries daily, Topo and Mazatlan)
If you wanted to see Copper Canyon, arriving in Topolobambo puts you in perfect proximity to getting there. Head North to Ciudad Obregon, just at the north end of town head to Esparanza (Mex.Highway 12) This will take you to Mexico 16 and onto Creel. Great roads, lots of fun.
You can go down into the Canyon on your Vstrom, just take it easy. Do not attempt to ride WEST from Batopilas out to the coast ... too rough for the Vstrom unless really set up for off road. But from Creel you can head south and go right into the Central Highlands. Head towards Zacatecas. Much cooler in the highlands. (Creel is 2600 meters)
Sept will be HOT in N. Mexico and Baja.
My advice is to stay drunk and drink hot Tea ... not ice cold Coke ... do like the English did in India. It works. Avoid air conditioning. A fan in your room is far better. This will get you used to the heat more quickly ... cause the real fun starts in Cent. America.
HOTTER ... STickier, dirtier.
In Baja, stay near the water. Pacific is coolest. As you get South (South of Mazatlan or so) the rainy season will be going full force. Ride in AM. If big storms come in ... lay low off the bike for a day or three.
Highlands may be drier and definitely cooler. Keep an eye on news for serious flooding and road closures. Sh*t really happens there, Cent. America is worse. No infrastructure to handle flooding or make repairs. So every year is a an "all new" disaster. I've seen this happen now nearly every year, for 30 years.
que le via bien