Traveling with my wife to the US, submitting immigration docs while in the US.

If she enters the US with a tourist visa, and stays in the US for a few months while waiting for the consular interview in Mexico, then leaves the US without overstaying her tourist visa, USCIS and the consulate will have no problem with that. But if you're not using DCF, you would file the I-130 with an office in the US, and then they would later forward it to the consulate in Juarez.

I think some of the above posters are missing the point of your question. You were asking about her visiting the US before attending the consular interview in Mexico, which is very different from the potentially problematic situation of adjustment of status after entering with immigrant intent.

Thanks Jackolantern, that is exactly the question I was asking, and may very well be the path we take.
 
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