I have been roaming outside the US several times in the last few weeks and have found one essential habit that keeps me in wireless contact: re-booting my phone. No single habit seems to affect the cellular roaming experience, and it appears to apply only to my GSM phones. I'm told that when the phone loses signal, it continues down the registry of usable signals and, finding none, returns to rest on the home carrier's channels. Until I discovered this I thought that the local wireless network always had some kind of problem, but instead it was the phone. In foreign systems, there are plenty of opportunities to lose the signal, even if it's just between the balcony and the bedroom at your hotel.
Of all the precautions we list on our Foreign Roaming web pages, this was one we hadn't thought of until we stayed in rooms with consistently bad service in the room, but good coverage elsewhere. Many hotels have the same problem with wi-fi which rarely penetrates the walls equally. I give credit to the resorts who offer a wired Internet connection, but some of those, believe it or not, have slower service than the wireless.
On your next trip to Mexico, or elsewhere, blame your phone first, then re-boot. Foreign networks are just as reliable as we hoped, but we need to teach our phones some manners.