Think First!!!
Part-a good part-of not letting yourself become a victim of officialdom is to carefully consider your actions.
A good machine/headphones will attract attention and anything that you find that has even a remote connection with history/national heritage (coins at an ancient high tide line are always a possibilty) will almost certainly bring your actions to the attention of rapacious local officials eager to-throw your a** in jail/show that they are doing their jobs by 'protecting' national heritage/security/clip you good for not doing so.
Taking a cheap machine-one you don't mind losing-and sticking to Tourist areas/looking for lost jewellry would probably be OK-but for god's sake don't go near anything historical.
(apologies to those who have read this almost identical reply previously on the Mexconnect Board)