When we lived in Spokane, we always lugged our dive bag to Cozumel or wherever in Mexico we went diving. Same now that we live in AZ. Really, the lugging is just getting it from the car into the airport and you don't see it again until you land in Coz. In November we decided to fly to Cancun and do the bag drag and ferry. Even that wasn't a big deal. Hubby and I each have a generous sized dive bag (has wheels), a small duffel for clothes (carry on), and a backpack (carry on). When we fly directly into Coz, we pick up our bag, go through customs, and out the door to a van that takes us to the hotel. Not a big deal at all. We've found with numerous trips to Mexico, less is better. Also, I'd worry about not getting my dive gear if I shipped it.