It appears that some Mexican immigrants have also thought of this, as evidenced by talks at the NAFTA summit this week in Mexico. Immigration has been raised as a major issue at the meetings, but this time tensions are expected to be focused on Mexicans entering Canada, not the United States.
As reported by the NY Times today:
Too many Mexicans, the Canadian government complained, are fraudulently claiming political asylum in Canada, overwhelming the system. So Canada announced last month that it would begin requiring Mexican citizens to secure visas before entering the country, a decision that elicited outrage in Mexico.