Not so much on topic, but I've never had a problem in Mexico- TJ, Ensenada, Cabo, Puerto Vallarta, most of the west coast tourist spots. Not even when I was there on my senior vacation, drunk for 7 straight days. One night I found myself stumbling through a neighborhood, off the main drag, back towards the hotel. A pair of cops stopped me: Who am I? Why am I here? etc... usual cop stuff. When I started to reply in Spanish things seemed a bit more at ease. The point is, 1) I apparently speak Spanish really well when I'm drunk, and 2) knowing the local language can help a great deal. I guess it forms a connection so it's harder to roll you for money.

On the other hand, I could have been so wasted that they knew I had no money left!!