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.