Canadian car insurance driving to Mexico ?

You must purchase Mexican Auto Insurance. Mexico only officially recognizes a handful of companies, but the policies are sold by a number of brokers. Here is the most highly recommended broker among the RV crowd: https://www.mexicanautoinsurance.com/

Many US insurers that specialize in RV's continue their coverage while the vehicle is in Mexico EXCEPT for liability, because that must be provided by an approved Mexican insurance company.

Driving down is a great thing to do! There are a few things you have to know about, like getting a car permit. Here is a link to an RV forum that covers all of the things you should need to know: https://www.rv.net/forum/index.cfm/fuseaction/listings/forum/66