WSJ.com - In Latin America, Rich-Poor Chasm Stifles Growth:

"Mexico's government budget relies heavily on sales taxes, which dun the poor proportionately more than the rich, and less on income taxes, which many rich avoid in any event. Mexico also doesn't charge capital-gains taxes or inheritance taxes. "

Although alarmist, the inheritence tax does do good things, plus it's a small way to pay back the country for what you have received.