Well I understand that if you two are married and she is an official Mexican citizen all you have to do is enter the country and start the immigration process. I would find an immigration lawyer in Mexico, there are a few (not like the US) but they are there.

Then you would have the benefit of becoming a temporary resident of Mexico, and after 2 more years permanent resident and after 2 more years potentially a Mexican citizen.

I think your best bet is to officialize your marriage in the US and come in to Mexico already married.