I am from France and I would like to know if I need any kind the visa to visit Mexico, because I arrive to California with my Belguim Passport, and desire to visit Mejico.
You won't need a visa to enter Mexico when entering from the US. In fact, all European citizens are not required a visa to travel to Mexico, no matter where you come from. Having said this, you will need a passport and an entry visa if you are entering Mexico from any country other than the US. Also, if you are flying into Mexico, you'll also need a visa, but if you stay in the border town (Tijuana), you won't need one since you can drive across the border to mexico.
As Ruby pointed out, most countries won't need a visa. Below are the following countries that do not require a visa to enter Mexico: Andorra, Argentina, Aruba, Australia, Austria, Bahamas, Belgium, Bulgaria, Canada, Czech Republic, Chile, Costa Rica, Cyprus, Denmark, Estonia, Finland, France, Germany, Greece, Hong Kong*, Hungary, Ireland, Iceland, Israel, Italy, Japan, Latvia, Lichtenstein, Lithuania, Luxemburg, Malta, Monaco, Norway, New Zealand, Panama, Poland, Portugal, Puerto Rico, Romania, San Marino, Singapore, Slovenia, Slovakia, South Korea, Spain, Sweden, Switzerland, The Netherlands, United Kingdom, Uruguay, United States of America, Venezuela.
You'd need it only if your trip is longer than 180 days. Otherwise, stay your journey in Mexico. You can get into the country no matter which route you take!!!
who doesn't need a visa to enter Mexico I can tell you that Canadians, US citizens and Europeans can enter Mexico without a visa other than their passports. By the way, if you're a non U.S. citizen with a valid U.S. visa you can enter Mexico so you won't need to obtain a Mexican visa. Of course, this can change at any time so do check with the Mexican consulate near you before you travel to avoid disappointment.