Hi Jiji...I can only speak for my own personal experience and can't address the Mexico part of your question, but for the rest...
Emotionally I felt fine. After having made the final decision to wanting to get the VSG done I was fine mentally. Like most other folks, I love food, and it was always a stress reliever for me - but all this before surgery. After surgery you won't feel physically hungry and will need to remember to drink and eat. I didn't experience any headaches (except for caffeine withdrawals pre-op), but was weak for the first couple of weeks after coming home from the hospital. Keep in mind that this surgery is a tool to jump starting your weight loss (by limiting the amount of food coming in), you'll still need to mentally address the 'head hunger' issues that you may have and what usually triggers them. Currently I find that when I often think I am hungry I take my sips of Water and the hunger issue leaves because my tummy is telling me that I am full.
Personally talking to folks helped for me, and still helps. Perhaps find a group in your area? I haven't run into any who have had the VSG done, but the R n Y folks are totally helpful and I've had some really good advice and feedback on their food experiences prior and post surgery.