I just found out there is a book which lists the names of all who applied for a Mexican War Pension. It is "Index to Mexican War Pension Applications" transcribed by Barbara Schull Wolfe, published by Heritage House, Indianapolis, IN, copyright 1985, Walter R. Gooldy.
I know it is easier to find information from your computer, but don't forget there is still a lot of information at local libraries and Genealogy Societies. You can look in some libraries' catalogue from your computer.
Also, if you know your ancestor served in more than one war, I recommend you first request the most recent record at the National Archives (
www.nara.gov). Often the oldest record is consolidated with the more recent record.