Well I would like to think I know a thing or two about Strats, owned tonnes over the last few years.
Currently I am down to a Yngwie Malmsteen sig Strat, and a Japanese 1972 re-issue, which has been scalloped and EMG SA's added (just bridge and neck, no middle pickup and no hole on scratchplate).
The Mexican strats are ok, nothing special, there is a good one in about 20 models. This also goes for US models too, a lot of good, a lot of crap and that goes for Custom Shop stuff too.
Japanese models are good, if possible try and go for the 50's or 60's reissues, these were generally very good. A friend (who has 12 strats) has a std Japanese model that is quite superb also.
The USA Std strats are a mixed bag, the newer models (of the last 2 years) are pretty good, the US Stds prior to that were hit and miss, some are darn heavy. Some have no sustain, some have terrible fretwork (not as bad as Gibson), also the older models had enough paint on that you would have thought they had painted the golden gate bridge - real thick heavy coats that just killed the tone dead.
Generally pickups and electrics are pretty crap in all Fender Strats, although the Custom and Artist series stuff does have much better stuff over their cheaper relations.
Try them all acoustically, that will tell you whether you have a good one. Then if the electrics are not to par, you can upgrade them knowing you have a good basis to start on. Great hum free pickups are out there. As stated above I have EMG's on 1 strat, which are a little clinical but are good for the application I use them for.
My Malmsteen has seen the DiMarzio's HS-3 in the bridge replaced with a DiMarzio VV54B which gives a superb pure Strat tone, still does the yngwie thing but it was actually designed for Eric Johnson (info from Steve Blucher, VP at DiMarzio)
If you are chasing that blues Strat sound dig in and play some pentatonic licks around the 12th fret. If you have a good one the G string 12th fret will give you that Strat sound that you know and love and will hit you - generally with Strats a good one stands out a mile. Don't be put off by dull 1 colour paintjobs over pretty sunbursts....remember a good one maybe Pink!!
I am happy to answer any more queries.