Question about F1 visa

Right now I'm a student summer intern with a technology company. I need to go back to China in July for business. Since I don't have multiple entrance visa of United State, I need to apply F1 visa again when I come back to U.S. to finish my summer intern and one more year study in U.S.

My question is:
1. if I apply F1 visa in Shanghai, how likely I can get approval and how likely I will be turned down?

2. Is it possible for me to get visa in another place, say Mexico? I heard that I can get to Mexico without turn in my I94. Then I will be able to come back to U.S. even though I am turned down on my application of F1 entrance visa.

Thank you so much!