You would generally find those things in health food stores, or the health food / organic section of a supermarket, I don't know if agave nectar is used in traditional mexican cooking. It's great for cooking because it has a very mild flavor and the thin syrupy consistensy is very easy to work with.

If you want to try baking with less sugar, I highly reccomend stevia extract. Its an extremely potent natural sweetener with no calories, and it comes from the stevia plant which was used for hundreds if not thousands of years, so I consider it much safer than artificial sweeteners, and better tasting too. It's pricey, but 1/3 teaspoon(powder) = 1 cup of sugar. When I bake I usually use a mixture of stevia extract and one or more of the sugars I mentioned, but if I'm using a lot of fruit or juice in the recipe I'll just use a little stevia.

P.S. Sorry, didn't mean to hijack this into a baking thread.