Jim Thomas has done a tremendous amount of work on the Mexican and Cuban sections of the WTFDA North American FM Station Database over the past few weeks. Mexico and Cuba are complete with formats, slogans and lat/long co-ordinates to Mexican and Cuban towns and cities.
I seriously doubt that any other site is more complete. For help go here, but briefly, to search for Mexican stations type XH in the callsign search box (add the estado code in the state box if you want the stations in a particular state) and then search.
For Cuban FM stations just type CU in the state field and click search.
The Cayman Islands are there also. Just type CI in the state field and click search.