My visit to The Wave, Coyote Buttes, ARIZONAI visited on 12 March 2014. Applied for permit by lottery months ahead of time - and was glad I did. A thin layer of ice covered the pot holes when I arrived (first one there that day). When other people started arriving, I scrambled up to the arch above, and explored more of Sand Cove Wash.
I recommend camping at Stateline Campground (spent 3 nights there, but there are a few other campsites around). The Arizona Trail starts here (runs from here to the border with Mexico in Coronado National Monument).