You can spot many different types of whales all along the coast of Baja, but since the bays and lagoons have a defined space, they offer a superb opportunity to view a high concentration of gray whales up close. Many companies offer whale watching tours or boat trips that leave from La Paz and explore the Sea of Cortez. But if you really want to see the whales, you must go to one of the three bays above where the gray whales come to have their babies.