Where do you have regular mail?

It depends how much mail you expect to get and how often you plan to get to the US.  Paperless bills plus billpay online pretty much eliminate the need for paper mail.

Mail, like Social Security checks, IRS 1099's and parcels of inexpensive items will get to you but could take up to a month.

I am close enough to the border, I get up there fairly frequently.  If you expect to use a US credit card to order from the Internet, it's best to have a US address both for transaction approval and a shipping address.

There's a kind of flip side.  Telmex(landline, internet and Dish), CFE(electric company) and bus companies won't take foreign credit cards over the Internet.  Where I live, it's not inconvenient to go to the Telmex office and pay with credit card there, go to the bus station to buy tickets there or got to a CFE payment location and pay cash.

The biggest thing about going to the US is picking up items that are hard to come by, are more expensive in Mexico or there's a much better selection in the US.

I have a private mailbox in a border town.  It costs about $150/yr.  They'll packages indefinitely but will charge a couple bucks extra for extra valuable items or very large ones.  The US Post Office has a lot of limitations as to what it will hold, for how long and when you can pick up packages that don't fit in your box as far as I know,

gudgrief is correct in saying that all depends on how much mail you expect to get. Going paperless is the accepted norm today. In trying to think of what I get in the mail, I can only think of the annual letter from SSA asking if I'm still alive and if I'm working. I get this because I've told them that I live in Mexico. I have a Mexican bank account and pay Telcel and cable over the Internet. For the electric bill, I pay at either my bank or the local supermarket. Both are a short walk from where I live.

Foreign credit/debit cards are not universally accepted by the utility companies. They are mostly accepted by hotels and restaurants and large stores. I have ordered items from Mercadolibre (an eBay lookalike) and paid by either PayPal or Mexican debit card. For items ordered from the US, I use my US bank credit card. Everything is delivered by either MexPost, DHL, or FedEx.

The only drawback that I've run into is getting credit/debit cards renewed as US banks don't want to send them to Mexico, thus I have them sent to a friend and he forwards them to me by FedEx.  I send him enough to pay for the shipping via PayPal.

Mail boxes etc, was the main company that expats were using. I say was, because it went out of business recently. I suspect they are now scrambling for another option. There are others I hear, but they are more expensive. I'm paperless pretty much, the stuff that won't go paperless accumulates in a small pile. my daughter sorts it and fedexs the real mail  once a year. Costs about 50$

Seeing as how I have a US mailing address recorded with SSA, I guess that's why I don't get that "Are you still alive?' letter anymore.

I haven't checked the SSA website lately.  It didn't used to have individual monthly pension amounts posted.  When I get my deposit in January, I get a small surprise that it has increased by the COLA amount if any.  Discounting Medicare premiums ( I keep paying because I don't want to get into that penalty nonsense for failing to continue,) I derive the new amount of my monthly pension payment..

Referring to "travellight's" post today, in whatever border town you choose, there are probably several mail receiving services equally reliable.  Since banks and hotels deal with a lot of Mexicans who have business and bank accounts in the US, they are probably good places to check on the reputation of the services available.

I picked the place I use due to its convenient location relative to the hotel I stay at.  I've used them for 6 years without a hitch.  They can even run stuff across the border and forward it by Estafeta for a "liability" fee in case they get caught and have to pay a fine.  I've done that only for the rare urgent shipment.

Since 2006 I have lived in Playas and for most  of those years I have used a postal center in San Ysidro. I have a small promotional  wholesale sportswear  business I operate from my home in Playas  using the San Ysidro address and a 24/7 California  phone service.  I use Vonage in Mexico with a US number for direct calls.

I pay $10 a month for my postal center in   San Ysidro and they are great..  Crossing the border about once a month is something I do for other reasons so it is no biggie.  I used two different postal centers in Playas that retrieved  mail from their box  across the border and would  bring it back to their postal center in Playas.   They do not SEND mail out from Playas.  This was not a terribly workable arrangement.  They did not cross regularly although they advertised that they did.

Fortunately I fax and email most correspondence.  If I absolutely have to mail a letter  USPS (which is rare) and I am NOT  going across the border for a couple of weeks, I know expats who cross to work in San Diego everyday and  they will take the letter across for me. 

I have used Fed Ex and UPS to send mail to the states  on rare occasions.  While it does get the job done, the cost is ridiculous.  Wells Fargo sent a new ATM card to me  via UPS and I got it in 2 days at my home  in Playas. Although a signature was required, the delivery person just tossed it over the security fence. Doesn't give one confidence about using UPS for deliveries in Mexico.

A bit of pre planning makes most mailing (and other)  situations do-able  without a problem. It should not be a deal breaker in any way.  I had people send  a letter to me to my Playas address and I got it  fairly quickly and then I had others send letters I NEVER got.  I would NOT depend on getting mail at my home in Playas  and I don't encourage anyone to send me mail there.

There are "concierge" services becoming more popular throughout all of Mexico, usually one person or a couple who will  handle situations of all kinds for expats. But with online shopping et al,  even that is not really necessary.

I am in Arizona for a bit of an  extended stay at the moment due to family matters.  Having my affairs handled for me in Playas while I am away  is not a problem.  Life is a lot easier and less stressful in Playas than here.  I am anxious to get back.