Go to Mexico in a group of people that you can trust.
Whenever you go downtown to the bars, stay with at least two friends at all times. If you must separate, tell someone where you will be and have them call you if you aren't back within a certain amount of time.
Don't get too drunk. The more impaired you are, the worse judgement you will have. Also watch your drink at all times. Never take a drink that you didn't see made for you.
Don't do anything that can get you in trouble with the Mexican police. Stay with groups of people and never walk around alone. Always was to and from your hotel with another person.