@roger,
Dys got talking with my real estate lady, and she had (or maybe it was her husband) connections to early spanish jews, conversos, here in New Mexico. Dys will of course know more re what I'm talking about. If I remember correctly, the current folk consider themself quite strongly of spanish heritage - but... don't trust me, it was Dys that was involved in the conversations.
I guess I've been sheltered. I've only read of 'mexican' being some kind of pejorative in police procedurals. Glad I've been lucky in my own surroundings (aka, Los Angeles). I'm not saying that people don't use it as a negative in the Los Angeles area somewhere. (Seems more like Arizona to me.)
On 'latina' - dunno. I think friends (of mexican heritage) used that occasionally, but not memorably.
I guess I'll explain - my best friends for years back in L.A. (though I had a couple of other best friends, this was the core through the years group, commemorated as SAG for Smart Ass Group) - were 4-2 of mexican heritage, or sometimes 4-3. Not that we counted, but way back in the beginning, before I knew them all, they called themselves the Salts and the Peppers.
Yes, yes, I've heard of the old 'some of my best friends are' thing. Give me a break.
We used to go to Mexico together. I remember one, a spanish teacher, being called a 'pocha', which, if I remember, pissed her off.