The last time we were there, I took two knives that I checked through. Both had blades less than 5" long and they were liner-locks. You will have less trouble going to Cancun than you will, the border states as they have their own Police force and no one down there wants to mess with the tourist dollars. Don't leave out your Ladies carrying a knife as well. I personally would not have a problem with this trip. When you get down there, see what they have to say about the safety of any tours, away from Cancun. You will pass security armed guards on the way to some of the tours. Folks down there are very accomodating. Take a bunch of $1.00 bills and you will see why later. Say "Hello" to Senior Frog for me !!!
Be Safe !!!