This is basically an open air museum - of rock art.
I took an afternoon tour to Penascosa; due to the light, the Penascosa visit is only available in the afternoon or at night, and at night it's more pricey especially if there's no one else on the tour (there's a minimum charge regardless of group size). The 2 other major sites can be visited in the morning.
Theoretically it might be possible to visit some of the sites without paying, but the major ones are probably all in restricted areas and may not be easy to get to without a guide (we went down narrow dirt tracks for Penascosa) and certainly you probably won't be able to divine much without a guide - the rock art isn't always easy to see without someone to guide you through it (and with sketches showing what you're looking at more clearly).
Given that the open air carvings are thousands of years old, they're in pretty good shape, and it's interesting to hear theories about how and why they were made. read more