A land crossing shouldn't be a problem. I would just show my driver's license and say I didn't bring my US passport, which is somewhat true. I wouldn't mention the Mexican passport at all, as it won't help you re-enter the US.
I also agree that there's little chance of getting on a flight back to the US with a Mexican passport without a visa.
What country are you traveling to? If it's Mexico, the do as suggested and fly to one of the border towns, walk across, then travel on the US side. Tijuana is the largest Mexican border airport, and would have the easiest travel to the US side (cross at San Ysidro and take the trolley to San Diego). However, Juarez to El Paso is a snap. Nuevo Laredo is a small airport but Laredo, TX airport isn't too far away. Matamoros (Brownsville or Harlingen) has a small airport. Others would be ok for a land crossing, like Mexicali and Reynosa, but you're probably looking at a bus or a rental car to get anywhere once across.