The BEST place in Mexico to acquire pesos is at a BANK ATM at a BANK location during banking hours. 2nd best is a BANK ATM at the airport. Beware of no-name ATMs at malls or on the street. Many have skimmers to hijack your card info. Use a debit card. Don't have your debit card/checking account linked to overdraft protection. Just use your online banking to transfer some funds into the debit account when you want to top off your peso stash. When you are at Walmart or Costco, you can do the 'cash back' option for low cost pesos.
Best not to exchange USD for pesos- though I understand the resort desk will do it. The exchange rate is lousy, and you can't do it at all at a bank unless you have a business account. This was done to combat drug sales and money laundering.
Oh, tips.... They'll be happy to accept what you have, but they have the same difficulty as you to get a good rate.