No experience with Mexico per say but I have friends in shipping to similarly corrupt Caribbean countries. In these countries, you usually have to pay an "insurance" fee to make sure your shipment does not get "stolen" while being processed in customs. You would also need to pay an "expedition" fee if you want the shipment any time in your life time.
I would think you would have a lot less hassle if you take the bike with you when you fly or to ride it across the border.