How did Mexico avoid getting annexed by the U.S.?

About a third of it was, OP: California, Arizona, Nevada, New Mexico and (indirectly) Texas.

The United States annexed 55 percent of Mexico.

Alta California was isolated from Mexico proper by the great Sonoran Desert, so it was sparsely populated, with indigenous people, outlaws, and adventurous spirits living on the fringe. The Spanish and Mexican governments never really wrested control of the land, and in this power vacuum the Americans swept in and claimed the land.

Canada would make a better addition than Mexico.

Remember the Alamo?

You make it sound like the U.S. actually wanted Mexico, OP. As if!

I mean, it's full of Mexicans!