Here's the deal:
Is Buying Drugs in Mexico Illegal Under U.S. Laws?
The interstate shipment, including importation, of unapproved new drugs is prohibited in the U.S. "Unapproved" drugs are any medicines that have not received the FDA's approval and include foreign-made versions of U.S.-approved drugs.
Controlled substances including, but not limited to, tranquilizers and pain killers, are under the jurisdiction of the U.S. Drug Enforcement Administration.
In either case, the import of a personal supply of any drug brought over the border must be declared to U.S. Customs, and you should have a valid prescription from a U.S doctor with you. The prescription must be in your own name.
Is Buying Drugs in Mexico Illegal Under Mexican Laws?
Some drugs, including controlled substances, may not be purchased in Mexico without a valid prescription from a Mexican doctor. Other laws may also apply.
Then there is the question of "what about Mexican citizens who have legally bought their drugs and then came to the U.S.?" That should be no different than my going to Mexico with my own prescribed meds.
Bottom line is, it probably isn't worth the hassle and how do you know for sure that a pharmacy will be on the up and up? They could have one brand of drugs for tourists (the unreliable stuff) and another set for locals. I dont know, other than I would not bother with it.