It's worth a read of the advice on the Foreign and Commonwealth )ffice site here. There has been incidence of armed car-jacking in the Mombassa area
http://www.fco.gov.uk/en/travelling-and-living-overseas/travel-advice-by-country/sub-saharan-africa/kenya1

Similar advice here
http://www.cdnn.info/alert/travel/w070611.html

Driving yourself may not sound like the best idea as you immediately arrive in an area where this advice is given?

hoxtonbabe,

It's probably a bit late now, but having just got back from Mombasa I would advise against driving in Mombasa. The place is full of mad drivers and not somewhere I'd like to drive after getting off a 9.5 hour flight with no idea where I'm going. I saw the aftermath of 2 major accidents, one where two of the dive guides I was with were lucky to escape after a trucks brakes failed and ploughed in to them. Take a taxi or a transfer coach, much safer.

Darren

Once out of Mombasa the roads are quiet. The Police don't have cars they just have checkpoints at intervals. I wouldn't drive there though

jacky,

That wasn't my experience the other week although we were on and around the A109 Mombasa - Nairobi highway. There was a constant stream of HGV's between the cities heading for the docks and police were everywhere (on motorbikes) doing spot checks on them. It was a bit hairy at times!

Darren

We didn't do that route we flew Nairobi to mombasa. We the left Mombasa to Tanzania and had some days in Shimoni. The roads were very quiet there.