do it with caution

It is true that visa application in Mexico is easier than that in China. But there is still risk :
1. If you get rejected, it might be possible that you can't go back to U.S.
2. In that case, if you don't have Mexico visa, you might get in trouble with Mexico officers.

I am not trying to scare you. A lot of people get visa in Mexico but some failed. I know that because I am one of the failed. In 2003, me and my hu*****and (still bf at that time) almost got stuck in Mexico. Luckily for us, we got back and fix everything. But we didn't get the visa. Mine was checked and I never got it. His is rejected. I will post my previous post here since I can't put the link due to some unknown reason.

So do it with caution. You might want to think about what to do if things go wrong. It is always good to be careful. Anyway, there is risk but you still have good chance to succeed.
Good luck.