There are Western Unions in the Elektra stores too. Many outlets. They'll need picture ID, passport is best. Make sure they have the confirmation number and that you send the money in the full name that is on the ID and spelled exactly the same.
The recipient can go to any WU office, or the Banco Azteca offices that are located in the Elektra stores. All they need is a govt issued foto ID. If they are Mexican without a passport most have the voter registration IDs that work just fine. And as Canuck says, the confirmation number is a big help. When you are sending it, you can send a certain number of dollars and they are converted and paid out in pesos at a slightly less than bank exchange rates. Or you can compute on the WU website how many dollars you need to send if you want to send a set number of pesos. I used to do this all the time and it is pretty simple and almost instantaneous.