Depends where you live in Mexico (although that rationale can be applied to any country). Most of the dangerous parts of Mexico that I know of are generally located towards its northern and southern borders, but there are some nice and peaceful places in Mexico. It's akin to the US, as the most dangerous areas are either on the southern border or major cities, anywhere outside of major cities is generally nice and peaceful.
I'm willing to go almost anywhere as long as I deem it safe enough. In general, I avoid "tourist trap" areas if possible, although in some countries those are the only safe areas. I've been to some pretty nasty places, so not much phases me at this point.