The best general advice about driving your car across the Mexican border is to not do it. Unique and peculiar political differences exist between different provinces within Mexico and circumstances that may appear minor after an accident can become difficult to resolve with local officials who operate on varying standards. If you plan to take your car into Mexico most USA carriers restrict coverage to within just a few miles of the border crossing if they permit coverage at all.
If you plan to travel into Mexico I suggest that you purchase a policy from a company recognized as operating within Mexico. These local insurers are much more familiar with local customs and problems and are much more capable of helping you resolve both liability and damage claims that may arise. If you are unfortunate and have an accident in Mexico it will be a benefit to have the political and practical assistance of an insurance company more familiar with the local customs. In this era of increased border security it is important to always have effective insurance prior to leaving the United States.
Contact me if you want more specific advice on travel outside the United States with your auto.