There's a long thread on pain management meds in the Moving to Cozumel forum. It got kinda hijacked half way through the discussion, however, by questions by someone thinking of moving here who wants to own a gun.
Another poster put up a link to a rolly brooks column saying that extraneros could own guns in Mexico with the proper immigration papers.
One thing you will find out after you've actually lived here for awhile is that the place has its own rules. The Yucatan in general has its own rules if the truth be known. We are a looooong way from the capital and new laws tend to be implemented slowly and interpreted creatively.
Witness the ill-fated casino which had all the right papers but just got closed down time and again.
Maybe you could get a gun legally here but I will bet more than even money that if it is found on your person or you use it on someone in your home, you are going to get thrown in the hosegaw and it will take a good lawyer to explain all about this new law to the authorities before they let you out.
Why do you need a gun here? There is no violent crime except some relationship oriented stuff. You are going to shoot a weasly little kid who manages to get in your back window because you didn't secure it properly?
Living here as an foreigner in the midst of a lot of very low income people automatically makes you rich and a target -- even if all you have to live on is social security. So before you move here you have to accept this reality and plan accordingly.
I contend that a gun is a highly inappropriate way to protect yourself from the only kind of crime you are likely to encounter -- petty burglaries and house break ins. Better spend that money and give a lot of thought to how to burglar-proof your home, no small job in and of itself as typically structures are so close together that often thieves will drop in from an adjoining roof.
Your best protections here are: Make your place looked lived in whether you are there or not. This is where a good property manager comes in. Also, as discussed above, take the time to give a good hard look to the perimeter of your property and do what needs to be done to make it difficult for a thief to get in.
If high walls is not an option, rejas -- bars on windows is a must have here. And it's a good idea even if you DO have high walls. If you have low walls, invest in 'puntas' iron arrows to put on top of your wall. or go the cheap way with embedded broken glass.
Labor is cheap and good here and boy do they know how to make protectodores!
A gun isn't going to do you a lick of good and you talk about a hassle to obtain not to mention cart around with you.