If you come to Mexico, in under a month you can have your resident visa, and a Mexican bank account.
The main requirement for a FM2 Rentista
(person of independent means) resident visa is that you can prove that you've had $1200 monthly income for the past 3 months, or that you have $14,000. (these are estimates, and may be a bit high, it depends on the exchange rate) Also, you must show a bill with your name, and Mexican address on it. If the bill is in your landlord's name, you'll need a letter from him saying that he is renting to you.
My visa took about a month, but it could have been faster if I'd completed each step of the process on the first possible day. Total fees were under $400us
With your passport, FM2 visa, and the same bill that you used for your visa application, you can open a bank account.
Now, you'll have everything you need to prove to a poker site or ewallet that you live in Mexico. You can travel and play wherever you like (except the USA, of course)
Here's a blog post that goes into more detail: http://yucalandia.wordpress.com/livi...mm-fm2-or-fm3/
It would be tricky to pull this off while staying in a hotel, and could be a bit daunting if you don't speak any Spanish. But I suspect the road to legal residency is much easier in Mexico than most other countries.
note: Pokerstars asked me for my landline home phone number in Mexico. I don't know what happens if you don't have this. Have them ring you up in your favorite cantina?