Get away from the hotels. Hotel spas have similar pricing to United States spas. If you walk outside the hotel grounds, you will likely find a spa within walking distance that costs much less. You can ask the concierge for recommendations or the local cab driver. Chances are that they get commissions for referring people to local spas.
Pay cash. In Mexico, you get charged the extra fees from the bank for making credit card purchases. You will always get a better price by paying cash. Make sure you bring enough for a tip!
Buy a package. You will get great discounts if you are looking for a package deal. The more services that you add, the steeper the discount. Likewise, if you come with a friend, you will get excellent 2 for 1 deals in a lot of spas.
Go during off hours. Showing up late in the day after most of the appointments are done gives you a better chance of making a good deal. If they have had a slow day, they are more willing to bargain when it's getting close to quitting time.
Go during the off season. Everything is cheaper during the off season, from hotels to massages. Prices drop by $10-20 dollars per massage from high season to low season.
Become a regular customer. Showing up frequently during your stay will get you discounts as a regular. Likewise, if you are a local, many places offer discounts for full-time residents. Some spas have frequent purchaser cards where you can get free services after so many treatments.
