Augu Caliente is open all year, but the bar and restaurant are open only during April through August. Also, my book says the motel rooms with bar and restaurant service operate during spring and summer months only.
There is another fantastic sounding (we have always wanted to make the trip but haven't had the chance yet) hot spring called Guadalupe Canyon Hot Springs. It is Southwest of Mexicali and has several pools and individual hot pools. See the website at http://www.guadalupe-canyon.com.