Regardless if Sonora, and/or other Mexican states, is also annexed simply adding Baja would make the development of California, and thus of the US, quite difrent.
For starters it would probably be admited as a state alongside California, and as a slave state due to southerners back in Washington wanting to balance things out. Yes adding Baja, adds to the posibility of further dividing California into more states but if they didn't do it in OTL it will probably be the same. Baja stays separate cause that division already existed.
Nevertheless Baja would include San Diego, possibly the state capital, and best natural border would be the Santa Monica Mts and the Sierra Nevada, which places the LA Basin in Baja California as well. At this time LA, is just a small town north of San Diego, the important port in the Pacific.
Unlike its northern counterpart, Baja would not enjoy from such a large population boom in the 1800s. First of all slave holders will soon realize that the place is worthless for slavery and agriculture. It might even drop slavery before a Civil War. Best would be to exploit Baja for its fishing resources. But since Baja is so far away from the east that is also not a lucrative buissness until Alta California's population grows siginifcantly. Thus for most of its history Baja will remain a small isolated and very backward state.
Now the film industry might still go west ITTL. However in OTL this move has very specific competition and buissnes reasons that might not exists ITTL (mostly the Edison Trust's monopoly over New York based studios). But assuming that they do and that the industry does go west and that they relocate to San Diego (to make things a bit difrently). Baja would then similar to how Southern California gre in OTL, but its beaches further along the peninsula and tourism posibilities would be exploited much earlier than in OTL.
San Diego would probably be larger and more industrial than in OTL. Yet smaller than OTL's LA. The possibility of extending southwards would also give it a much more coastal appearance than OTL's LA which grows into the Basin rather than along the coast.
Tijuana would be non existent or simply the name of a small San Diego neighborhood.
Ensenada would grow to be something like OTL's Malibu, a retreat for the rich.
Los Angeles would likely remain a small town east of Santa Monica, which in turn could become the larger of the two. Santa Monica could serve as a retreat north of San Diego and near the Alta California border.
La Paz could grow much larger than in OTL. With its proximity to Mexico it might be a place with a large influx of immigrants since an early point. It has a few years of advantage in developmet against Miami and it could grow as the exotic tourist retreat of the US instead of. (if we eliminate Hawaii it further helps its cause). The isolation factor also ads to it. Furthermore it might recive a decent amout of Mexican immigration due to proximity.
Los Cabos would remain and grow similar to OTL. Very much a nice little tourist place in the very tip and since it is quite Americanized in OTL I wouldn't expect much change.