There is never a problem to leave the country. If you want to do it this way, she should expect to stay in Mexico for about a year waiting for the visa you file for her to be processed. There are much easier ways to do this, so I suggest meeting with an attorney to review the process.
Depends what the crime was, and what your status was then, and what it is now, and whether you are an arriving alien or you were already admitted into the U.S., and whether you pled or were convicted after a trial. See an attorney ASAP.