Good afternoon David,
I'm Doug, and my goal is to provide you with excellent service today.
First of all, from one veteran to another, thank you for your service to our country!
Quite frankly, the process of getting married is much easier and less expensive in the US for an American to marry a Mexican Citizen. However, you are correct, the cost of a big ceremony party after will be less expensive. The cost of a marriage license and ceremony in CA can be about $100 if you just want a marriage. It will cost you 10 times that much, or more, if you get married in Mexico.
Basically, to marry a Mexican Citizen in Mexico you will need to have your Passport and Tourist Permit, birth certificate, marriage application and if you have been divorced or widowed, a copy of the divorce decree or death certificate. You will need to have blood work and in some states a chest x-ray done, in Mexico. You'll need 4 witnesses for the ceremony.
Because you are an American, you will need to present to the appropriate Civil Registry in the state in Mexico where you plan to marry certain documents. The documents are referred to in this link: http://mexicolaw.com/Marriage%20in%20Mexico.htm
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I wish you and yours the best in 2016,