Chari....just hit the ATM at the bank across from the Pemex at Fremont and Sinaloa(??)....up from Capones....you'll get a good exchange rate, (I think I got just under 12 pesos to the dollar, and that included the bank fees...theirs and mine) then pay with pesos!! I believe it was 8.71 pesos per liter for diesel over Thanksgiving. Gas should be cheaper.
Over at Sonoyta, there is a little cambio next to the Telcel store in the plaza with the Pemex (bottom of hill). See what the exchange rate is....if the're not giving you close to that at the Pemex...you're getting ripped. The last couple of times, the Cambio was not "buying" US dollars. You can always use a credit card at the Pemex...you'll probably have to go inside to do so. Lately, I've been pulling more pesos from the ATM so that I have enough to buy diesel when I come back to Mexico, if for some reason I'm running low.
The comment on the "making it easy"....was more to rip us gringos more easily with the exchange rate that Pemex used to give!!!