Haha, yeah, don't let the uniformed teenagers with M-16s scare you, just stay away from them.
Going from area to area is like going from country to country. The former post is right, you have to have an outbound flight plan (plan de vuelo) each leg that "gets approved" on departure and arrival. Landing at an airport within Mexico is just like landing at your first destination from the states, passports, licenses, etc. Everyone is correct: use a handler and you are good to go. We use Pegasus.
Tip like a maniac and life is good. Be carfeul to talk to your pax about medications they have in their bags. I had a uniformed guy with a dog board our plane, the dog alerted on a passenger bag and the formerly nice guy in uniform became all business, and the handlers stopped smiling. It turned out to be diabetes medication in the long run, but it will get you to thinking about cinder-block rooms with no windows real quick. Better to know whats in the bags before you get there.
Learn how to order fuel in liters, how to ask where the banos is, and let your handler hold your hand the rest of the time. Smile and talk to the folks like you would people in the states, and you won't have a problem. Above all else don't repeat yourself slowly and loudly if you don't understand what they are saying. Just smile and say "no habla, por favor" if they are speaking Spanish, and if they are speaking English, just smile and shake your head and indicate "again?" They talk more like us than you might realize. The guys in Cabo are very cool. Again, tip like a maniac.
Otherwise you will be branded a gringo chinga.