Dive site Egypt...
Well Egypt<-- Read: Red Sea is one of the best dive sites I have ever been diveing... Well I have no knowledge on diveing in Mexico, so I guess... how would one know.:hmm
Why would you want a head lamp? I think holding a flashlight in my hand when going down or doing what ever was ok, I even had a camera on the same hand for quite a while and even then it was okay...
The red Sea as what I know now is clear water viz about 20m loads of fish, but unfortunately loads of the corrals that I saw were dead

But still much better than baltic sea where I dived most of this summer..
The weather there was beatiful as well temp. around 30-40C water never under 25C so good for freediveing. Trips out to sea were must in Hurghada, where I was just a week ago, but the cost is not too great about 16$ day if you have your own equipment and food is included. But the locals don't speak good english so it is kinda hard sometimes to get what you exactly want.
Sharm El Seikh then is just different I spend a week in there and one could just dive for a week of shore, corrals are beatiful and alive, greater variety of fish and other sea creatures! There I am headed this coming winter!