If you plan to rent a car, be aware that most jurisdictions of the Caribbean drive on the left. The only places where you drive on the right are Aruba, Cuba, Dominican Republic, Guadeloupe, Haiti, Martinique, and the Netherlands Antilles. In other places, if you are not used to driving on the left, proceed slowly and with utmost caution. You may wish to ride as a passenger for a while before trying to drive yourself.
Driving conditions and local driving patterns are different from the U.S. Many roads are narrow or winding, signs may not be in English, and in some places, domestic animals roam freely. Defensive driving is a must.
Jamaica --- Always be on alert when not in your own country. Third-World countries like Jamaica have some pretty impoverished areas and you should not leave the resort unless you are on a sanctioned tour. Many people do go sight seeing, but we recommend you do not in Jamaica.
Mexico --- Mexico is actually pretty safe. Most of the stories you hear about are from border cites where the drug trafficking is ramped. Resort cities like Cancun and Cabo San Lucas are pretty safe, but always be aware as there are bad people even in your own neighborhood.
Safety begins when you pack. Leave expensive jewelry, unnecessary credit cards, and anything you would hate to lose at home. Do not take valuables to the beach. When possible, use the hotel safe when you go to the beach or into town.