This year has been particularly bloody so far, with around 3,000 killed in gangland-style attacks including gruesome beheadings -- more than all of last year -- amid a crackdown by President Felipe Calderon on drug gangs and related violence.
Like Caballero, many Colombians are sharing expertise they garnered during the height of that country's drug violence with Mexico's burgeoning security industry.
"The overexposure (to violence) is creating fear in people," said Javier Di Carlo, marketing manager for the Miguel Caballero clothing.
It began in Colombia 17 years ago and set up in Mexico as crime figures took off again three years ago.
"The reality today is that someone from the private sector buys a garment more because he wants to be covered in case something happens than because he is already threatened," Di Carlo said.
But the shop display competes with any smart boutique in the neighborhood -- the clothes are just a little heavier. They range from women's waistcoasts with fur-lined hoods, to traditional Mexican shirts and Italian leather jackets with special panels to regulate body temperature.
They cost from 400 to 7,000 dollars, with three levels of protection, up to the force of an MP5 sub-machine gun.
Di Carlo said that they only sell to honest citizens, not to drug dealers, and vet clients against a US terrorist watch list.
Some 50 companies produce armored vehicles from small cars to large trucks, costing from 25,000 to 90,000 dollars, said Esteban Hernandez, the Colombian vice president of Mexico's Association of Automobile Armorers.
Most of the thousands of security industry employees work in so-called "close protection," including bodyguards, security guards and drivers.
There are some some 10,000 private security firms across the country, according to Ricardo Leon, president of the National Council of Private Security Companies.
"There often aren't people who are competent enough within companies to seek private security contractors using a strict checklist," said David Crol, director of operations for Maori Mexico security company.
Private security companies last week called on the president to keep to election pledges to properly regulate their sector, after the government promised a string of other reforms to try to clamp down on organized crime and kidnappings.
Others, of the few who can afford it, rely on private security for reassurance.
"Organized crime is always ahead in security. You must never forget that," Crol warned.