Sure thing! You’re looking for a diesel, right? I don’t exactly know what engines Peugeot offers in Mexico, but the 206 diesels are fine cars. Sturdy, they look good, great seats (although the ride position isn’t as optimal as in my 306 or the newer 307, but YMMV, just test-drive it and see). It has the best handling characteristics in the small car class, for sure. If you can get the new HDI diesel in Mexico, go for it: you’ve never experienced such a smooth, silent diesel in a small car, I promise you. The 5 door version is a little more practical, but depending on your needs, the 3-door will do fine.
Oh, all right, just browsed the Peugeot Mexico site, and there’s no diesel. 
The 206 XR you mentioned is a good car. I have the same engine in my car, and while it makes mine sluggish (it’s over 200 kilograms heavier than the 206), the 206 is quite adequate with it. Not a drag racer, but it’ll do just fine. The engine is basically a developed version of the block they’ve been using for over 2 decades: the first 205’s and even the older 304’s already used it. This means it’s easy to work on, which might be a bonus in Mexico. Alas, no 206 GTI in Mexico. You’re missing out. 
As for the Renaults, both the Clio and the Megane are excellent cars. Do you guys get the new Megane already? The Renault Mexico website seems to suggest the old model is still being sold. In that case, stick with the Clio, as the Megane you buy now will only drop in price when the new version is introduced. The Clio is a nice little car. The 2.0 Sport version is downright scary with its 172 BHP, it’s a blast! And it’s available in Mexico! Not the most sensible choice, perhaps. But it’s SO much fun. 
All right, as far as entry level models go, the Clio starts at a 1.6 engine, whereas Peugeot also offers the 1.4 (in the XR). Maybe the Peugeot will be cheaper. If you compare the 1.6 engines of the two marques, there’s little that separates them. Both are good engines, about the same power.
I’d also rate both cars equally reliable. If an entry level, reliable, decent car is what you want, then the Peugeot might be the better option, since Renault doesn’t offer a 1.4. Other than that, it’s preference, really.
Good luck!