Mexico does customs/immigration at SJD, so this is like a domestic flight until you land in Mexico. 1 hour connection at PHX is no problem, presuming it is a single ticket. Bags checked at JFK and you won't see them until Los Cabos. JFK is prone to delays, so there is some risk of missing the connection, but that is maybe 1% of the time (ie. a couple of times a year). I'd opt for an earlier flight (USAir has JFK-PHX flights starting at 6 am, I know because I've taken it once before; JFK is a hellish airport due to poor facilities and food esp. in early morning).