Driving own car from Canada?

Has anyone driven their own vehicle from Canada to Mexico? We've been told that out of country license plates, may not be a good idea driving around San Miguel de Allende? Heading there for the month of February and thinking we may drive as oppose to flying.

There's no problem, you must have Mexican insurance.  My wife and I travelled throughout Mexico during 10 years (2003-13) without any problems.
Adios y buen dia a todos, GyC.

Thank you!