I've toured in Mexico. Crossed the Rio Grande at McAllen/Matamoros, then stuck mostly to the gulf coast, until switching to the Pacific in Veracruz/Oaxaca.
According to the locals, both in Texas and Mexico, the border is the most dangerous area, because that's where the most drug trafficking activity happens. Having been there, can confirm. My first day across the border, I saw a truck with armed-to-the-teeth federal soldiers on it every 10 minutes. After a couple days, I stopped seeing them at all.
But even in those regions, you're mostly safe, because the drug cartels aren't interested in some guy on a bike. Most of the violence happens between members of the cartels and people that are in their way. So stay out of the way! A little common sense goes a long way:
Don't walk around alone at night.
Don't attract attention.
Don't look like maybe you have a lot of money, or anything valuable.
Find safe places to stay. Ask around and you'll be helped.
If you're near the border, shell out the $22 for a hotel.
Speak at least a little Spanish.
Body language is a big factor. Confidence and a big smile!
Once I got a few days south of the border, a big change was noticeable, and Mexico was a nice place! By the time I got to Guatemala, I was sad to leave.
