Hello,

As far as I know, you do not have to get through an agency in Mexico to get your H1b stamped. You can simply set up an appointment at the US Consulate and be there on time. In order to get to Mexico, just get a bus ticket or a flight and book a motel/hotel. Since you will not be staying there for a long time, you will not incur yourself a lot of expenses. Many of my friends have gone indepently and were safe there. Or, you can google for some inexpensive agencies.

All the best to you.