I went to Mexico about 20 years ago, so this might be out of date:
Flew into Mexico City, took buses (and the odd colectivo) to Oaxaca, the Pacific Coast (Mazunte), San Cristobal de Chiapas and the jungle near Palenque.
I found people very chilled everywhere, and didn't feel threatened, with the exception of accidentally stumbling across a patch of waste ground near the bus station in Mexico City where lots of lone men were congregated- that had a weird vibe. People in Mexico City were very friendly and chatty for a capital city, wanting to practice their English. Funnily enough, I found people more reserved (but not nasty) in the rural areas like Chiapas, but they are indigenous people round there who have suffered horribly at the hands of Europeans, so I can understand that.
I liked staying in Mazunte the best, I think because our guest house had a good mix of Mexicans and other nationalities, and we all hung out together. But it is where I got a horrible stomach bug!!
Mexico's regions are all dramatically different to each other, and I hear that there are a lot more problems with crime and disorder in the North.
(Although saying that, our bus did get held up somewhere in rural Chiapas! By Zapatista allies, if not the Zapatistas themselves. But it was the world's gentlest hold up! There was a road block, a guy came on the bus and talked to the driver, the driver spoke to the bus and very gently told us they were asking for 10 pesos or something per passenger, everyone coughed up, we carried on. Looking at the faces of the (heavily indigenous) people milling around the roadblock, they were all pinched with hunger. I didn't resent it).