There are miles and miles and scenic and historic trails... You couldn't see it all in a day if you tried!
Make sure you drink lots of water. High winds and a hot sun can prove dangerous.
There are small motels located in Borrego, smack dab in the middle of the massive state park.
Camp sites are available for $20 per night in most locations or you can camp for free in the primitive camping areas and really get in touch with nature! However, make sure you bring your own fire-ring (or something like it- a metal garbage can lid works great) as it's illegal to make fire upon the ground. It causes great damage to the eco-system. Pack EVERYTHING (including ashes from the fire) out with you. Leave the place like you found it, or do a good deed and scout out old trash left by others that can be dangerous to the natural habitat.
There's plenty of room to get lost so make sure you have a map, water, and tell people ahead of time so they know to worry if you don't show up when you're supposed to.
Watch out for rattle snakes and scorpions... but most of all, the sun. Drink lots of water.