I was in Vancouver 3 times to get my H1B stamp and it was pretty easy and quick. I think if you go to canada, it would be better and easier. I heard few stories about all kinds of unrelated questions being asked in Mexico consulate. As for your wife, she should be able to get the visa with you. Just need to have her origional approval notice. For canada visa, all you need is the approval notice along with your pictures and app forms. Take your latest bank statement just in case.... Saroj