I seriously doubt that if things went nuclear, the powers involved would give a rat's ass over what Mexico thought. Since Canada would be assumed by them to be a US/UK ally, they'd share all of the joys of the nuclear toys along with us.
Assuming things go nuclear, which I feverently hope never happens, I feel a minimum of 3 large EMP's is likely, if not many more. Personally, if I was conducting strategy for a strike there would be a dozen+, as you have to assume some sort of ABM defense would work. I'd leave large population centers alone (assuming no vital military target), to add to the post strike chaos and confusion. Millions starving and freezing throughout the country. It would be likely that alone would bring the government down as it failed to contain/correct the post-strike situation. The likely result would either be near total collapse or a military junta remaining.
In any event, even the prepared would face, at best, a seriously fubared situation. More than likely most would face a fatal one.