How do Mexico people celebrate celebrations?

Some Mexicans celebrate birthdays by having a party with food, and everybody is invited to celebrate it. They give out a goodies bag, have Mexican food. It doesn't stop till everybody leaves. Some have big parties, like when you are 3 or 15. They have huge parties with a lot of music, some dancing and it almost always ends the next day. However some celebrate it differently because of their religion. Depends I suppose.