A caravan is a good choice for your first trip. IMO there are 2 disadvantages to a caravan and 6 advantages. Speaking from a first trip point of view of course.
Disadvantages:
1) Cost
2) Lack of freedom of choice
Advantages
1) Many people, especially retirees, may not want the hassles and prefer to be taken care of. RV Parks booked, route planned, etc.
2) Security: While I believe RVing in Mexico is quite safe, all the bad publicity is bound to make people apprehensive. The feeling of safety from traveling in a group cannot be understated. Furthermore, if you do break down, you do have some level of assistance available
3) Paperwork: The paperwork involved with taking a vehicle into Mexico can be daunting the first time. Traveling with a Caravan will teach you the ropes on that one.
4) Discovering where you can, or cannot take an RV: Mexico is full of physical hazards, especially for larger rigs. A caravan will help you discover the limitations of where you should or should not take your rig.
5) Tours: Most caravans offer tours to attractions & places that can be difficult to access with your RV. Most attractions in Mexico do not come with large RV parking areas.
6) Camaraderie. Traveling alone in a country with different customs & language can be daunting, unless you have at least some Spanish.
On edit, one other point raised by Briannsue. Timeframe. If you do take a caravan, look for one that is a few months in length if you do not want all windshield time. They are out there, including several Francofone ones out of Quebec, where you live, like Caravanas de Soleil or Horizon Lussier. For Anglophone long terms, there is Caravanas de Mexico. None of those are quick up & down trips. If you want a shorter trip, look at Fantasy or Adventure. Th efact you are even questioning whether to use a caravan indicates it may be a good first trip option, unless you can find some experienced preople to tag along with. Many of us here, if not most, bit the bullet the first time down by going solo. It depends on your comfort level or more likely that of your wife.
Stay out of Michoacan state right now. Many hijackings this last season there. Mexico is, however, is perfectly safe IMO if you know what you are doing and what to avoid.