(Note to admin: this could probably be moved to a new topic thread "How to build in MX")
Here is a very helpful writeup on the construction process in Mexico:
http://www.forsaleinbaja.com/build-in-baja.-plans--architects.html
Just like in the US, you can do a lot of work DIY, but if you want it all to be "on the books" when you sell the property, you will need to go through the official construction process with a DRO as described in the above article.
I am fairly certain that most construction in Mexico does not go through the official process and a lot of the construction is not done with proper paperwork. In my own experience with Mexican construction, the weakest areas are electrical and plumbing. Interestingly, this trade is combined down here as both are done by the same trades person. I have seen many terrible and unsafe things done with electrical here. There are house fires here, which is odd since they are mostly concrete, I can only assume the number one cause is electrical fires. On the plumbing side, proper venting of waste lines if an unknown concept here (as your nose will tell you in most buildings). A lot of times you end up with a tradesman who says "yes, yes, yes" when you ask if they know how to do something but in reality they have never done it before, they just want the job and will figure it out as they go.
Of course there are tradesman in Mexico who are very skilled and know what they are doing, but you may have a trial and error process to find the right people. The golden rule of "you get what you pay for" applies here.
In my opinion, if you are unfamiliar with proper construction techniques, I would not suggest building something new on your own in Mexico. You may end up with a building that looks great but buried in the walls are plumbing and electrical nightmares waiting to show up down the road. If you do embark on your own construction project, it would be helpful to be onsite as often as possible to observe how things are put together so hopefully issues are caught before they are hidden.
-Earl