If you connect through the US, you'll go through US Immigration and Customs in Canada. So, you won't have to deal with TSA in the US, since at that point you're effectively on a domestic US flight. That said, I would avoid the hassle completely and either take Air Canada down or TACA or the Mexican airline you seem to be looking at. I don't think you'll need to go through immigration, customs and security at any of the Mexican and further south transfer points unless you're making a stopover. In general, I recommend that no one use the US as a transit point between two foreign countries, although with Canada, it's not as onerous as say flying in from Europe or Asia to connect to Latin America. That's all pain - Immigration, Customs, rechecking bags and going through TSA.