Thanks for this old post everyone! We originally planned to get married legally at the courthouse (Delaware, USA) but after taking to our photographer and some others, we are going to wait and do the legal stuff after our wedding in Mexico. The wedding Mexico will be our "real wedding" as we will say our vows in front of everyone, say "I do", etc. and we will consider that our wedding date. The paperwork stuff isn't as important as when we really say our vows and commit to each other.
But our photographer said that once you say "I do" there is a small spark gone and you might feel a little different or like you are married. So are waiting on the legal stuff so our first time saying I DO will be at our DW.
In Mexico, it is a lot more expensive to have a legal ceremony. Also, you have to have blood tests, use their officiant, etc. A lot of people prefer to get legally married in their home countries to save money or for logistical reasons.