Here are the different ways:
1) Easiest -ATM with your bank card. Be sure to notify your bank that you are in Mexico.
2) You can also take cash and exchange at a bank. Most banks will want a copy of your passport to exchange.
3) There are exchange houses in town.
4) And you can exchange at airport to get money right away. Do a small amount, $50. They are bad rates. And only use the ATMs next to a bank.
Links: