I had a little 'incident' while I was living down there, but it didn't make me any more fearful of being there. Basically I lived in a condo complex that was gated, therefore I thought I was safe and I slept with the patio door open, trying to save on electricity since I was paying for it. Dumb move. Someone climbed up the balcony and I woke up to find someone in my room. I asked them to leave and they left. They only got my favorite purse and favorite lipstick.
I was not touched at all. Thank God. Not a fun experience, but I learned that you can't take safety for granted. I no longer slept with the patio door open. I didn't feel any less safe being in Mexico, I figured the same thing could have happened in the states and it was my fault for taking it for granted that living in a gated area made me safe. My point being to be careful and take the same precautions you would anywhere else.