Interesting. While I haven't lived in Mexico -- yet -- I worked for five years at a museum in Taos, New Mexico, 1979-84. Taos has a large majority of "Spanish" folks (don"t EVER call them Mexicans!) dating back to the early 17th century. There is (or was) considerable racial resentment towad the Anglo minority, stemming from both historical factors and from perceived economic disparities. For example, the Spanish resent not only the American takeover during the War with Mexico, but the fact that previously harmonius relations with the local Pueblo Indian poopulation were disturbed by the arrival of Anglo romantics who elevated the Indians to "noble and artistic" status, while dismissing the Spanish as close-minded, backward peasants.
After a few years, I noted that while I had developed plenty of business and personal aquaintances with Spanish people, none of them became friendships, and none ever did. I asked a colleague about this -- my assistant curator, whose family was quite historically prominent in the area. Her answer? "We can be friendly...but never friends." It's a matter of trust. They just don't have it for us Anglos.
In any case, I'm not moving to Mexico to make friends, though that would be nice.