If the point were simply to get out of the country, I should go to Canada. It is a more hospitable place right now. It is closer. I have always wanted to visit Montreal, as a matter of fact. But Canada seems unsuitable to my purpose.
Mexico is suitable to my purpose for a simple reason. It is the most alien setting readily available to me. The fact that a different language is spoken there is important. The fact that it is a Hispanic culture instead of a northern European one is important. I want to be in a place where simple tasks like getting something to eat, buying gasoline, and finding a place to camp so totally engage my mind that there is no space left in my head for contemplation of the wreckage that surrounds me here.