I live in Monterrey which actually is one of the cities near the border specifically mentioned in travel warnings for foreigners! My guests pretty much trust me when i say that going to Cancun is fine,but visiting me here would be less fine (but still not as bad as many people make out). I use the analogy of states in the US....if there are a string of murders in New York, you don't start stressing out if you live in Washington (actually that analogy pretty much epically fails with my English friends since they don't have much concept of US geography )
Unless you're going to wander into dark allies waving wads of cash and your rolex, or going to try to buy drugs or get involved in criminal activity - there is no reason why anything would happen to you. Far more people die from deciding its a good idea to drunkenly frolic in the sea at night whilst not paying attention to warnign signs about rough water. Actually perhaps don't mention that, you dont want to add fear of drowning to their list!