I haven't had to connect between two separate carriers at MEX, but the general comment I'd add is to remember that LAN and TAM operate separately here. LAN and AM both operate at T2 (TAM is at T1), and as far as I know, AM has had an interline agreement with LAN for some time, but not with TAM.

Also, you don't have to worry about any departure or tourist taxes - that will automatically be part of your ticket.