Hi, and welcome to the forum.

We've got a number of members here living in Mexico, so someone will be along shortly to answer your specific questions. I can take a stab at one or two of them, based on my experience elsewhere...

You say your husband was born in Mexico - does he still have his Mexican nationality? If so, it should be fairly easy for you and your daughter to obtain Mexican nationality, though normally it will be necessary for you to reside in the country for some period of time (a couple of years, most likely). If he has given up his Mexican nationality, he will probably be treated like any other foreigner.

For some of the other information, you may want to check the website of the US Embassy/Consulate in Mexico. The US Consulates often publish a booklet for US nationals living in the country - and it includes some of the information you're looking for.

Also, since you asked about taxes, be aware that you will have to continue to file your US taxes every year, even after you take Mexican nationality. There are agreements in place to avoid double taxation, and a certain amount of "earned income" is excludable for US tax purposes, but you do have to file to claim the exclusion.
Cheers,
Bev