The blog also mentioned nothing about the Mexican police, who are your greatest threat (just like they are in the USA). The police are always on the take, looking for money, especially if you're a gringo driving somewhere outside of town. Keep only $20 or $30 in your wallet, and stash the rest of your cash somewhere else on your body. That way you can give the policeman the bribe that they demand, but you can also claim that all you have is $20 or $30. This tactic has saved me a lot of money in Mexico when the police grab my wallet and look for more money. What ever money you keep in your wallet will end up in the police officer's wallet.
Bottom line -- you're safer in Cozumel than you are in the USA. And the people in Coz are nicer, too. If you drive away from town, be prepared to be pulled over my police and be prepared to pay the police a bribe.