That isn't a realistic option, and hasn't been for decades.  We limit work visas for Mexicans to 50,000/yr and they're gone on the first business day of the year.  Unless they have close blood relatives who are already citizens here, the wait time for a legal visa is over 20 years.  The demand for cheap Mexican labor by several US Industries is over a million, and they really do take jobs most Americans don't want, and certainly aren't encouraging our kids to make that their career path.

Consider the risk/reward ratio.  If you come illegally and get caught, it's a misdemeanor and the worst thing that can happen is you get sent back.  But if you can get in and get a job and avoid getting caught, you can make a lot more here than in Mexico.  If you have a family to support, it's well worth the risk.  And in those circumstances, you'd take the risk, too.