I've never had any problem with getting diesel in Mexico. Anywhere. It's cheaper than gas. The price is standardized (supposedly), so there isn't going to be a big difference in price no matter where you buy it. I tend to fill up at the Circle K in Sonoyta when I cross into and out of Mexico. They get a fair amount of traffic, so the diesel is fresh. The price is currently about 6.7 pesos a liter everywhere when I was driving to and from Sam Carlos last week. That's roughly $2.50 a gallon, about 1/2 of what we're paying here.
Is your diesel brand new? If so, it requires ULSD, which is all that is sold in the U.S. now. Mexico doesn't have that requirement, so if your truck is brand new, you risk voiding the warranty by running Pemex diesel in it. The Pemex fuel itself, however, is excellent quality. My 7.3 F-250 loves the stuff and has only had a tank or two of U.S. diesel in the past few years. I paid $113 to fill it up here before we left on our trip (it had a 1/4 tank), then never paid more than $50 to fill it up the whole time we were in Mexico!