When traveling to Mexico or other countries that use the Mexican peso (MXN), it's generally more convenient and cost-effective to exchange your USD for pesos upon arrival in Mexico. Most major airports, banks, and tourist areas in Mexico have currency exchange counters where you can make the exchange. Additionally, many ATMs in Mexico allow you to withdraw Mexican pesos using your US bank card, although there may be fees associated with international transactions.
Exchanging currency in advance in the USA typically involves higher exchange rates and additional fees compared to exchanging in Mexico. Therefore, it's advisable to plan ahead and exchange your currency once you arrive in the destination country.