On our Save the Date, we wrote something along the lines of "Your gift to us is your presence, whether in person or in spirit."
On our invitations, we wrote "We understand that not everyone will be able to make it to Mexico to celebrate at the wedding with us, but we have invited you because it is important to us that we have your love, support and happiness as we begin our journey together as husband and wife." Then I also added the same phrase that was on the STD, above. Also, for the people that we knew were not coming when we sent the invitations (like our grandparents, etc.) we wrote them a separate card that said something along the lines of "We understand that you are not able to make it to the wedding, but we ask that you remember us on our big day and raise a pina colada in our honour!" (I don't have that one in front of me, but that's the gist of it from what I remember.
I tried to put a positive spin on it. It didn't matter to us why any of our guests are unable to come, just that we have their love and support! Which is what I tell people when they ask if we have registered...no we have not, all we need is your love and support!
It's hard because we, like Kassi22, want people to understand why we are getting married in Mexico. Not a lot of people do, I'm sure, they'll think it's personal. But we met in Mexico and there has never been any other way we imagined our big day!