How spicy is Mexican food?

Yes and no.
Real, traditional Mexican food from the farthest northern part of Mexico, especially along the US border near Texas, Arizona and New Mexico, can be spicy.
Real, traditional Mexican food from the region around Mexico City also uses chilis, but is known for being much more subtle and varied.
Real, traditional Mexican food from the Yucatán peninsula is notably sweet, not spicy.
Real, traditional Mexican food from the southeast-central mountains of the Oaxacan region is characterized as savory and rich.
Real, traditional Mexican food from the southeast is noted for spicy chicken and vegetable dishes, and the preparation of seafood dishes in the coastal states.

Although Mexican cuisine's typical staples are corn and beans, the rich diversity of resources make the regional variations add up to one of the most varied collections of styles in the world, almost comparable to the variations of Chinese or Indian cuisines.