After clearing immigration, you'll probably have to climb the stairs on the left (right by the public health booth) - you'll go through three moving sidewalks and turn right. There's a duty-free on the left, and a guard standing there. She'll check your tickets and send you through - do not go downstairs again or you will go through customs.
When you exit, check with a Mexicana agent before going to the domestic side (I once went to the domestic side only to find out my flight to Monterrey was back on the international side). There's a checkpoint near gate 19 - they'll want to see your immigration form, and they'll put your bag in an X-ray again.