Be careful just in general too. There's a research centre in Mexico where people I know have gone to work - i would be interested except apparently for safety reasons everyone spends all their time locked in a compound with really high security in case they end up being part of the white slave trade. I assume some areas are better than others though.

Was a guy in my club back in Japan who was a relative beginner and less than 60 kg who went to train for boxing in Mexico. I didn't get to talk about it much with him but he came back in one piece so I assume he wasn't at risk of getting hurt.

Also as Scrap says be careful of altitude. I went to a high altitude camp for running once and wasn't allowed to run too hard of far for the first week. I felt really lazy but was told I'd get sick if I pushed hard too soon.