If you're feeling overwhelmed by the idea of stocking your pantry with whole foods-friendly items to cook Mexican, don't be. You can go as far as you want to. Some followers plant gardens and only buy grass-feed beef from local farmers. You can shop at your local grocery store and still follow the main idea of the thing, though. You won't be buying pre-made seasoning mixes or sauces, so you'll need the ingredients to make them yourself. Think fresh when available, look for organic and focus on finding them as whole as possible.
Common herbs and spices include garlic, cayenne powder, thyme, cilantro, cumin and oregano. Organic versions of many things are available. You should be able to find cilantro fresh, but it's also easy to grow at home. Fresh garlic is preferable -- even jarred, peeled garlic might contain salt or preservatives. Mexican oregano is available in the international aisle; it's stronger than the Mediterranean kind. Then, of course, there are the chilies. If you have the means to grow your own jalapeños, poblanos and serranos, that's ideal. But if not, hopefully you can find them fresh. Many of these chilies are also used dried, or smoked and dried. Anchos, for example, are dried poblanos. Consider experimenting with drying your own.
Beans, like pintos, are used often in Mexican cooking. If you do buy canned, look for the no--salt-added kind, but ideally, you'd use dried beans. They take longer to cook, but you can control the seasoning and texture. To be the most whole-foods friendly, get brown rice instead of white. No mixes, no instant rice. As in many cuisines, baking is important around Mexican holidays. Some special ingredients include pure vanilla extract (imitation will have artificial colors and flavors); Mexican chocolate, which is made with cinnamon; and piloncillo, pure sugar cane sold in cones. Some of these ingredients may be difficult to find locally. Then you have to make a decision: Would you rather be as traditional as possible and order them online, or stick to the more whole-foods mentality of going local? If you choose the latter, there are always substitutions.