In Mexico, a gringo is a US citizen. The word is not especially connotated (although one might claim that, the US being what it is and having done what it has done, said citizenship cannot be a neutral thing).

Gringos usually wear a convenient gringo uniform (it is convenient for everybody else, because it makes the gringos easier to recognize).

update: I am told that the word gringo in New Mexico is used with a negative connotation.