I had all the same feelings that you did and used to joke around with my co-workers that I was going to Mexico to get banded. They always told me that wasn't a joke.
My BMI hovers between 30 and 31 (I'm 5 6 1/2 and weigh 211). I do not have any comorbid signs. But mentally, I am as messed up as anyone when it comes to thinking about food. Before my surgery (I'll get to that in a minute) I planned splurges out weeks in advance. If I had a business trip to New Orleans, I knew exactly what restaurant to hit between the airport and my hotel and every moment thereafter. For the last year, I lived the worst of the seven sins gluteny! When I woke up in the morning I planned where I would stop for Breakfast, what I would eat for lunch, dinner and in between. I actually lied. It wasn't when I woke up, it was when I went to bed and then I would think about it again in the morning and throughout the day.
My advice. Find the best doctor that is closest to you. The surgery will not cost more than $18,000 and you are worth it. This isn't even the price of a small car! Aren't you worth the cost of a car? Plus, you can't imagine how great you'll feel driving your new body around!
In summary, don't go to Mexico. It is not worth it unless you live in Southern California and can go back to Mexico for fills and adjustments.
Best of luck. Oh, and I'm not an expert at this at all. My surgery was only 10 days ago, but I feel like the weight of the world (no pun intended) has been taken off of my shoulders. I am worth $18,000! I deserve the best medical coverage and I didn't want to wait until I had comorbid signs! You are worth it!