Start with customs, same as shipping to Canada.
I rode very nice, privately owned, horses on gorgeous trails down there when my aunt and uncle lived in Mexico City. The owners and trainers used natural horsemanship techniques and the horses were absolutely lovely. Mexico is a very large and diverse country. It is NOT all like Tijuana any more than Detroit represents all of the US to Canadian tourists.
Remember, it was US companies who made those border towns nasty. Our companies went south, built huge, unsafe factories, with no regard for workers living in shanties, and then closed them without warning.