Mexico is probably, by the time, one of the best choices in my opinion.
Why? Let me start.
We have among the most stable economies in the G-20 (which is the group of the "major economies in the world", yes, Mexico belongs to that group), and as you can notice, the Euro Zone is going through a serious financial crisis since the system collapsed a few years ago, so I wouldn't recommend you to move to Europe, everything is more expensive there and the inflation rate is terrible. About the USA and Canada, yes, they have a better financial system than we do (specially Canada), but, unlike Canada, the United State's unemployment rate is worse than Mexico's.
New Zealand, Australia and Norway are, in economy, the best choices.
The insecurity is a big deal for the country, and it has always been. We are not comparable to those countries ar war though, not even to that of South America, Venezuela, Colombia and Brazil are, by far, worse than we are in that aspect, and the USA is going that way as well.
Homophobia... lol? every country has homophobia, and if you think that we don't tolerate the homosexual community, you should visit every single country in Asia, South America, the United States, and well, pretty much every country in the world has homophobia as much as Mexico does.
More things worth a mention:
- It will be hard for you as a foreigner to get a job outside your country
- Mexico City has one of the best employment rates among the "global cities" in the world, if you keep in mind that Mexico is not a terrible country, Mexico City is your best option, or Guadalajara but it has insecurity issues.
I am saying this not to defend the country, but just to try to open your eyes a little bit more, not everything is as its told in our country, a friend from Spain just came to my hometown (Mexico City) last month and she was literally crying because of how terrible the situation in Spain is compared to Mexico's. I have visited South America and it is even worse, but well, you are not considering it fortunately.
and sorry for my bad english im half drunk at the moment lol I can write the message in spanish if its not understandable...