Make Sure that...
All crew and pax have current passports (it just works better than birth certificates)
Plane has Mexican insurance, recognized by Mexico
Carry 300 bucks cash in your pocket in $20 bills
All flights are done via flight plan, VFR and IFR. Upon landing, you close out in person, at the Flight Plan office, and you fill out a form indicating your previous routing and PAX and then sign it and give it to FP Office people, who also do the WX. You will also depending on airport (and who owns the airport) may have to get the Commandancia (Airport Manager) to stamp your closed flight plan and assess any fees that may be due.
Fees are determined by aircraft weight
Make sure you say Buenas Dias or Buenas Tardes to everyone in sight and shake hands with the people in authoritary, kiss their azz, you are in their country now. Being a d1ckhead will NOT do you any good.
When you land the PFP, Policia Federal Preventiva, who drive brand new black and white (LAPD carbon copy) Dodge pickups and Chevy Impalas, and wear white shirts and black pants, these guys will immediately come to the plane to insure nothing illegal is going on. They ALWAYS drive around with the light bar activated so don't be alarmed if it looks like they are making a traffic stop on you.
See the "shake hands comment" above. Same thing applies. These are federal cops and are fairly competent and professional. The cool ones will even give you a ride to the FP office which tends to be 100 yards away, like they have done with me on numerous occasions
You will also be meeted by one or two Mexican soldiers, who have no car, they will walk up from some shack in the bushes, wearing olive drab fatigues, they will be about 20 yrs old, and they simply want your tail number and you name for their little soldier log of airplane activity. They are no problem.
Customs ("aduanas") is inside with Immigration and they can be hot or cold. Just be nice and shake more hands and you should not have any problems.
If overnighting, bring a large chain with lock and wrap it around your prop. 206/210's are still and always will be, in hot demand in Latin America.
later