Which airport will you be flying from in Mexico?
From SJD, they still do the checked luggage by personal search... meaning they open up everyone's luggage at checkin and look inside.
For the WTMD part, they use the X ray to look at your bags contents, you can keep on your shoes and laptops can stay inside your bag. Can't remember if any baggies were molested, but I know I had lotion and other baggie liquids in my bag. Duty free allowed and delivered to gate. Then at gate before walking onto tarmac to the boarding stairs into the aircraft (yes, no jetways) another search of your carryon. Last time I didn't have any water bottles, but they were taking them away at the gate.
When you reach your US entry airport... you get the full TSA carneval with removed shoes, laptop, confiscation of any liquid item > 3 oz (I know cause I forgot I had lotion in my carryon, was a Christmas present too!) the whole nine yards of harassment.
Your airport may vary..