At present, the insurance and taxes* on a car from the US are less than a Mexican vehicle. However, if intending to become inmigrado or naturalized, one would have to remove that foreign car from Mexico and purchase a Mexican vehicle. That might entail a loss; at least an inconvenience.
*10% 'tenencia' tax on new cars for ten years, payable each year on the current value.
On the other hand, one could purchase a ten year old Mexican car in good condition, or restorable, and avoid that tax entirely. I think that it does not apply to pick-up trucks, so that is an option for a new vehicle; perhaps a small four door short bed pick-up as a good all purpose vehicle.

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Read "Streets of Glass" to discover the experience of a retired couple's permanent move to Lake Chapala, Jalisco, Mexico.
PM for details.