Are you planning to do wholesaling exclusively, or is it to build cash for other ventures?

Do they require signing a Exclusive Right To Sell contract? 

David - If you want to use an LLC to hold the property you would me missing out on the home sale tax exclusion of $250k/500k when you sell (individual/married) and homeowner exemptions.

Both are two different tools of asset protection that are not exclusive.Liability insurance covers you financially up to the policy limit (if the insurance does not deny you coverage based on their many exclusion clauses).LLC are used to insulate your assets in different boxes to avoid propagation of liability from one box to the other.

That's the mortgage market exclusively for locals for a loan in MXN to buy a property in MXN.

I am still intrigued by them as they may become very good tools in the future when they would have been backed up by plenty of case law, but they appear to me a little bit to much untested for now to rely exclusively on them.

They are not mutually exclusive. 

Am I over the 250K capital gains exclusion as a non married guy?

Depreciation allows you to recover the cost of the property over time by deducting a portion of the property's value each year.Mortgage interest: If you have a mortgage on the property, you can typically deduct the interest paid on that mortgage.Legal and professional fees: Fees related to the management of your rental property, such as those paid to attorneys, accountants, or other professionals, may be deductible.Commissions: If you paid any commissions to brokers or agents for securing tenants or negotiating lease terms, you might be able to deduct these expenses.Advertising: Costs associated with advertising your property for rent could be deductible.Travel expenses: If you need to travel to manage your rental property, you might be able to deduct some or all of your travel expenses.Home office expenses: If you use a portion of your home exclusively for managing your rental properties, you may be able to claim a home office deduction.Insurance premiums: Although the tenant typically covers insurance in a NNN lease, if you have any additional insurance coverage related to your rental property, those premiums may be deductible.Utilities and services: In some cases, the landlord may still be responsible for certain utilities or services, such as common area maintenance.

I have a real estate agent (a friend) who's apparently not familiar with investing (she didn't even seem to be familiar with the 1031 Exchange or the 121 Exclusion).