Places such as Juarez or Mexicali are within the northern deserts of Chihuahua and Sonora, and as such, you need to protect yourself from the scorching, dry heat.
Southern states or any town close to the sea is pretty hot and humid, so you also need to protect yourself from a high UV dose as well as a humidity factor of 50% or more.
Cities located on the Central Mexican Plateau, such as Mexico City, Queretaro or Guanajuato are warm, but you only need to wear light clothes to be comfortable.
You should consult the weather forecast before going to any city in Mexico, as you can get quite unexpected information. For example, the small town of Creel, in the state of Chihuahua, has seasonal snowfalls during Winter months.