VLOP2003,
There are two ways to go. through employment or Family based. Oh well, marrying a US Citizen also. Employment based petitions are common. There are steps for applying for green card which is the first segment you need to do before citizenship.
You will need to find an employer willing to petition you. then you need to get a work permit visa, usually H1-B visa or if you have option to stay as apprentice if you have student visa.
Next, Labor Certification also known as PERM. When this gets approved you need to file I-140 & I-485 forms. the 485 form can only be applied when the date shown on visa bulletin is past your Labor Certification Receipt date.
Your question about being from Mexico. Some countries have caps on issuing green cards. See link below for dates they are currently processing.
http://travel.state.gov/visa/frvi/bulletin/bulletin_3761.html
scroll down and you will find countries with caps.
Hard pill to swallow. Some of us employment based applicants have been waiting for 5-6 years.
After you obtain your GC. you have to wait for 5 years to be eligible to file for Citizenship.
You may consult a lawyer to find out more about options that will be good for you. Immigration Lawyers usually charges minimal if not even free at some States for initial inquiry.
Good Luck,
GCF