Dresscode: avoid looking like a tourist. Ok, so you're naturally blonde and you can't even learn to say thank-you in Spanish... just don't wear shorts in the city (nobody here wears them, they're 'beachwear'), and avoid wearing anything like sandals with knee-high socks, or hawaiian shirts. You'll stand out even in crowds. Also, try to conceal where you keep your cash. That bag around your belt is like an invitation for trouble. Mexicans usually wear slacks, or skirts and dresses. We dress in tailored suits for work, something like polo shirts and khakis (men) and sundresses (women)for weekends... but jeans are quite the garment of choice everywhere, anytime. So, jeans and a shirt will do just the trick.
Casual places won't deny you a table or anything, but fancier restaurants do have a strict dress code, requiring (mostly at night) at least a tie. Nightclubs won't let you in if you're wearing sneakers. We like to dress up for dinner in a restaurant, or when going out to a nightclub... so if you plan on any such activity, pack accordingly: a nice pair of pants and a long-sleeved shirt will do for men, as will a little black dress for women.