Hillbilly is definately not steering you wrong Carla (not that he ever does)
You will have no problem getting pesos at the airport, and will get a decent rate. Exchange in Canada and you will be ripped off. Instead of 33 or 34/1, they will give you like 25.
In the past it was recommended that Canadians bring US dollars to get a better rate. I'm not sure if that applies any more since they are now so close in value, but I'm sure one of our Canadian frequent fliers could tell you!