The BEST streaming device is almost always the most expensive. Just using Amazon as an example, work your way from (https://www.amazon.com/gp/browse.html?node=8521791011&ref_=nav_em_ods_smp_nav_cat_0_2_6_2) Fire TV Stick Lite 29.99 to All-new Fire TV Cube
$139.99
As you work your way up the dollar ladder, each device is better the the one just left behind.
Which one is beat?
Depends on your finances and your viewing needs.
I have the Cube, my son has the Lite. I watch a lot more than he does which he does only infrequently.
As to where to set up, Amazon registers it when you buy it. After that, the apps you load or don't load are largely left up to you.
However, you will probably need a VPN which when activated can show you as in the US even tho you are in MX. I mostly use Surfshark, though I also have Nord and Strong.
Good luck!