Guadalajara has a large LGBT parade, too.
Gay and Lesbian travel in Guadalajara - Lonely Planet
Where we live (Lake Chapala), was an area that expat gays were attracted to when being gay in the US was not exactly vogue (going back to the 1950s). I know some gay men who came to Ajijic in the 1960s and said being gay was a bit more hidden then. Now we see men and women hold hands in public on the lakefront, more Mexican nationals than expats these days.