I suppose Mexico might be cheaper as Nevada lacks water, particularly in remote regions where there'd be the least local resistance. Baja California has the Pacific and the Gulf of California; Sonora has the Gulf of California.
California's unique history of opposition to nuclear is unfortunate, but there are larger dynamics that are also suffocating nuclear in California; dynamics that at most are only marginally stronger in California as compared to elsewhere in the United States. Oregon or Washington could also build more nuclear plants. They already export a significant amount of electricity to California, especially to Southern California. (See https://en.wikipedia.org/wiki/Pacific_DC_Intertie) Nuclear is disfavored everywhere, and even where it's allowed and nominally profitable the RoI still sucks, so it doesn't take much friction to shift investment elsewhere. We need change at the national level to make nuclear practical again.
Though, now I'm genuinely curious why Mexico doesn't have more than its current two nuclear plants. PEMEX? (Note: Not that I think that Mexico is some third-world country bereft of regulations and organized opposition. I'm sure many of the reasons are similar as elsewhere. Still, I bet therein lie some interesting and informative stories.)