Do Thai travelers need a visa for all three host countries?
USA and Canada require an advance visa for Thai citizens — neither offers ESTA/eTA to Thai passport holders. Mexico is the easiest and cheapest: if you hold a valid US/Canada/UK/Schengen/Japan visa, you're exempt and enter on the FMM (180 days). Otherwise, apply for a Mexican tourist visa at the Embassy in Bangkok (~$48 USD, 5-15 working days). Either path is far faster and cheaper than the US visa ($185 / 8-12 month wait).