I started a thread on this last Summer (I am sure a search will bring up the thread). While leaving Cozumel then I had a number of rechargeable batteries confiscated from my carry-on bag. Since I travel with a dive camera, two strobes, at least one focus light and the usual assortment of dive lights and other electronics, and since I try to use rechargeable batteries as much as possible, we are talking about something on the order of $100.00 worth of batteries.
The gate guys in Cozumel are not TSA, because Cozumel is not the USA. Sorry to state the obvious but some comments in this thread seem to suggest people may not realize this. Under ASUR rules (the security guys in Cozumel are ASUR employees) and TSA rules, passengers can carry batteries on carry-on bags. According to the placards and announcements at the Coz airport, batteries must be in carry-on and not checked bags. The problem is not the rules, the problem is arbitrary enforcement practices by the ASUR guards at the airport.
I have heard of this happening elsewhere as well but the bottom line is that you are likely to have any batteries confiscated at the airport in Cozumel. Whether your batteries get taken is simply a matter of chance, as there are no rules barring them. Perhaps all batteries are seized today but won't be tomorrow. I won't get into speculating why they do this, but they do, and arguing the rules with them makes no difference.
On my fast-approaching trip to Cozumel, I am simply taking disposable batteries as much as possible and will throw them into the trash when I pack to go home. Any unused batteries I will leave or give away. I am going to leave at home anything that takes the more "exotic" batteries like the 18560 Lithiums. I hate to put batteries into some landfill, but am not willing to have a bunch of expensive batteries confiscated and I gather Mexico doesn't care about dumping tons of batteries in landfills, since this is not a new problem and nothing has ever been done about it.
TSA says you should carry batteries only in carry-on and not checked bags (as does ASUR). This does not appear to be a "rule" per se, but I suspect you will invite problems by putting batteries in checked bags.
As to the plastic bag thing, the TSA and ASUR rules call for quart-sized bags. I have read on some frequent flyer forums about problems when trying to use gallon-sized bags. The rules say quart size bags and some people can get all kinds of crazy when you give them a TSA uniform. A gallon-sized bag is a threat to national security. Use quart-sized bags and take only things of 3oz or less. Yes, they may seize that 3.4oz item.
http://www.tsa.gov/assets/pdf/311_brochure_bw.pdf