I've got two little ones that I'm sure would love to get out of the cold. But there are other things to worry about with dogs in Mexico. I got a lot of advice from retired folks etc. on message boards that bring their dogs down every year.
As a general rule, Mexicans do not understand the way we treat our dogs like our babies. Dogs there are often flea-ridden, dirty and/or diseased - the equivalent of rats. Keeping your dog away from the strays is a given, but you need to really watch out when walking your dog, especially on the beach. Apparently the locals will leave scraps of food laced with poison to keep the stray dogs off the beaches.
In a little town I visited last year, the local cop came around to warn everyone to keep their pets inside that night because they would be shooting any strays seen roaming the streets. I guess it's a fairly common occurance when the stray population gets too large.
If you stick more to the beaten path with all the other ex-pats this will be less of a problem. Where were you looking at going?