Very difficult to get a work visa in Mexico but may be able to bribe your way through the system. Also immigrants from Central America get terribly abused by the army, local police and gangs when they enter Mexico’s southern border to cross to the US. For them, crossing Mexico is the hard part; once they get to the US border it gets lets risky.
BTW the workforce in Mexico is not tight. Only about 20% are formally employed and pay taxes. Everybody else is part of the “informal economy” just like illegals in the US. Mexico’s taxes are way higher than in the US to compensate for the fact that just a small sector of the population has to provide services for everybody. PEMEX revenues from oil sales to the US provide about 1/3 of Mexico’s Federal government budget.
Sale tax (IVA) in all Mexico is 15% for most goods except food and medicines and 20% for luxury goods (like restaurants). You do not see this because by law it must be included in the price. On top of this, federal taxes are higher than in the US but there is no state tax. If you make more than, I believe, US$50K you need to file taxes every quarter.
In Mexico, car registration, cell phone and internet cost are higher. Gas prices are about the same. Housing prices and groceries can be way cheaper, but by my calculations in US$, it is way more costly to live in nice a neighborhood in Mexico City than in a nice neighborhood of most large US cities like L.A. or Chicago.