I got some from Progressive Insurance once but I had to get a year's coverage. It cost about $100 dlls. I got it once I got into the States and I think I needed a local address.
The last 2 times I have gone I got it online at a place called Segurosgringo.com I haven't checked for quite some time but the last time I got it it was only for Mexican residents, not a problem for me but not much help for you.
In the distant past I rode without insurance because:
a- I was young a stupid
b- I couldn't get it at the border
c- Internet hadn't been invented
Sorry I can't ge of more help.
If you are planning on coming to Mex City your are welcome to stay with us.