Necro'd. Yes, this thread has not been replied to in two years. Hope that my experience can contribute.
I've been spending a good amount of time in Mexico - typically three months a year for the past five years. My wife is Mexican, we have a home in Mexico City. I've visited ten cities down there, but only one on the border (Ciudad Juarez). In DF (Distrito Federal, the center of Mexico City), I've bought several automatic knives in hardware stores (none of them quality, but they're functional). I always carry a blade down there, because... it's Mexico. Never ran into any problems, but there is a lot of riff raff down there, even in the nice areas downtown.
I can't speak of the resort areas - peninsula or the gulf coast. No interest in going there, that's tourist area. And the northern border - figure you have to travel a solid 300 miles to get into the good parts of Mexico. Northern territory is Narcowar territory. Army checkpoints on the highways, stuff like that (been there, seen that). I've been to Ciudad Juarez, hope to never see that place again. Consider it a war zone.
If you're a gringo (like myself), and go to Mexico - you can have a great time, on a low budget - depending where you go. Much of the population are fine people. If you show a tourist face, they'll spot that, but may not hold it against you. Learn a tiny bit of Spanish, and that will go a long way - they love that. Mexico City has a population of over 20 million, I've only heard "gringo" applied to me once by strangers (usually get the "Guero" comment - aka "Blondie"). Why visit Mexico? If you like to travel - the cultured parts are a very different world. See pyramids on par with the best of Egypt. Fantastic architecture that was built long before the Plymouth Colony existed. The food - amazing and delicous. There is a huge appreciation of the arts in Mexico. There is also no shortage of low class there, but you'll find that anywhere in North America. See a different world for much less than the cost of travel to Europe.
My friends in DF have an appreciation for knives and firearms. Any questions regarding legality can be answered by Sedena (Secretary of Defense):
http://www.sedena.gob.mx/en/
Saludos!
-Furtive