A survey of my classmates indicated that nearly all of them have visited Canada, by land, sea or air. However, not so many have visited Mexico. I have to warn you that dawdling in many countries is different than taking a fling in USA north. The US State Department offers a pamphlet on things you should know before you travel down south. As a matter of fairness, border crossings in Canada have been secured in recent years to the level as they are down south, so no big surprise there. Don't see surprised if you see a chicken truck.
Pay the special protection fee- you'll need it
Don't drink tap. Some nice hotels have central water purifiers, but don't risk it!
Make sure that the currency exchange gives you recent coinage rather than devalued older money.
Keep a low profile and don't look out of place (DC people are pretty nice about this; cartels may not be so tolerant).
Navigating traffic circles in Mexico City is a futile task.
Read an official travel guide and do not goose step down there based on this information. Of course, booking an impulse trip to Cancun is a different matter.
Happy Cinco de Mayo!