Ok, I am from Monterrey, currently living in the US, I read Monterrey news and talk with friends and family everyday, so I can tell you whats going on there.
Its true that there are a kind of cartels of drug war, what this means? Several drug dealers have been killed by another drugs dealers, this people do not kill just anybody, they kill other gang member so they can control the drugs market, the army is fighting these gangs, fights usually happens in the sorrounding areas, where the dealers can run and hide, its also true that some innocents have been killed, no gringos so far.
As today
322 drug dealers have been killed in 2010
51 police officers
6 soldiers
8 innocents
If you decided to go:
* Fly dont drive from Laredo to Mty.
* Stay in a decent hotel
* If you are getting $ 5000 it means that you will be playing in a decent venue so you will be fine.
About being stolen or kidnapping... well im sure the mafia is not interested in a bass guitar or an amp, they also dont know you so the why they will want to take a risk kidnapping a gringo to found later that he has not money?.
Just remember to be careful, if youdecide to go let me know , I can recommend you good places to visit.