This paper develops the concept of migration intensity, defined as the degree to which a migrant shifts his attachment, association and engagement from his place of origin to the migration destination. Among male Mexican migrants to the United States, we find strong complementarities among remittances, migration patterns, and localized investments in physical, social and human capital. Based on these, we derive a unidimensional Index of Migration Intensity (IMI). The IMI reveals that Mexicans use a continuum of migration strategies. The majority of Mexicans are characterized by low levels of migration intensity, but migration intensity has been growing over time. Cross-sectional variation of migration intensity is in accordance with a priori expectations: education, prior migration experience, foreign family ties, and original residence in communities with few economic opportunities all promote higher migration intensity. From the standpoint of sending countries, low migration intensity has the desirable effects of enhancing positive financial transfers and mitigating the resource losses connected to the human outflow. From the standpoint of receiving countries, low migration intensity may also be desirable depending on policy goals.