Normally a valid Mexican driver's license will allow you to drive within the United States (though you would need to check with each state's DMV since laws can differ) but typically insurance companies within the US will require you to obtain a valid license from a State within a short period of time of starting up an auto insurance policy.
The United Nations Convention, which the United States and Mexico are a part of, is intended to establish uniform reciprocal privileges on matters such as drivers' permits. The agreement requires the US and its states to allow a foreign driver admitted to the US to drive a private motor vehicle for one year on certain conditions. To find out the conditions each state requires it is best to contact their Department of Motor Vehicles.
For example PennDOT states that Pennsylvania honors a valid foreign driver's license with an international driving permit for a period of up to one year. If the foreign license and/or international permit expires before one year, the individual must apply for a Pennsylvania learner's permit to continue to drive in this state.
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[Let CarInsurance.com help you find affordable auto insurance now.] Since your Mexican license is likely only in Spanish then PA may require the international driving permit (IDP) so that there is a translation in English to show to law enforcement officers if so requested. Contact the Driver and Vehicles Services division of PennDOT for more information on what documents you will need to carry on you to legally drive in the Pennsylvania. | 
