You can certainly cruise to Mexico, but I would not venture too far away from the ship.
The violence in Mexico is increasing and their law enforcement is in shambles.
I personally would feel much safer in Canada.
Carnival Liberty New Year's Eve 2007
Liberty of the Seas 5/2008+11/2009
Allure 1/16/ 2011
Independence of the Seas 12/29/2013 Top-notch!