I live in Merida, rated as the 2nd safest city in the America's, behind Quebec.
A fair amount of Expats/immigrants live there and every one of them will tell you they feel safe, eve after midnight walking around. Not a small city, something like 1.2 million residents....more gay bars here than Cancun, Tulum and Playa de Carmen combined.
Close to the US, Residency is an easy process, people come from other parts of Mexico to Merida for dental/medical work....
When I was deciding where to live outside of the US, Mexico just had so many more plusses than minuses over Thailand. Because of living here, I've learned Spanish which comes in helpful on those trips to central and South America...How useful is Thai outside of Thailand, lol....the short distance back to US for any emergencies, the residency was easy and once you have it, that's it. Only report you need to do is address update if you move.
Mexicans are fun to hang out, party, drink and even the "straight" guys aren't so straight after a 6-pack.....I just couldn't live in a tourist city, like Cancun, PDC, Tulum, Puerto Vallarta, Los Cabos for example, that would add more minuses π