Canada due to the smaller population, closer cultural ties (British foundations, (mostly) english speaking and protestant and the fact that in OTL there were actually a couple of instances in which, had things broken a bit differently: better handling of captured Montreal and successful capture of Quebec in 1775 could have brought them into the revolution or in 1812, a less "cakewalk" attitude about the prospects of victory there, a liberation/unification mindset rather than a conquest mindset going in coupled with a military that was better prepared and better organized could have produced just such a union.
It wouldn't have been easy, specifically absorbing the large catholic, francophone population of "Lower Canada", but not impossible and far more plausible than absorbing a relatively large, spanish speaking, catholic country whose majority population is also non-white.
I think the francophone population of Canada could have been assimilated far more smoothly (albeit not totally without difficulty or tensions) than Mexico ever could have been. I think an attempt to absorb the whole of Mexico, while it could have been done, could simply not be done without a great deal difficulty and more than a little tragedy in the process.
Therefore, for the purposes of this hypthetical, I'll go with Canada.