If you are not military, and I wasn't, it's a bit tougher. Working for a US corporation engaged in
trade (or whatever the words are) was what we used. My company
contract "proved" that I could not be based in the US and go the standard
route.
We had the typical interviews to prove legitimacy of the marriage but by the time we got going we'd been married 2 years anyway so they were pretty easy. From the time we started it it took about 9 months. There was no US embassy in Kuala Lumpur so we were mailing stuff to
Singapore. We did the final processing in the Federal courts in
Ohio.
If you have already retired or left contractual obligation you may have a problem.
We really weren't going anywhere so we didn't have to push it along so quickly. I did all the paperwork myself so you really can do it without lawyers. Of course this was a long time ago and homeland
security may have added a twist or two.
We did get her a B1/B2 multiple entry visitor visa first so she could come and go as we pleased to the
USA.
As far as other countries, there was no problem anywhere we wanted to go (mostly Asia) except
Australia. I incuded a letter of sponsorship for there and had no real issue getting a visitor visa. A third country probably won't give any credence to a pending application for US citizenship - that's just the way governments are.
To be in Mexico you are going to have to deal with Mexico as a completely separate subject from the
USA.