Beware of those viewers who really just want to see another Femme Nikita or something similar with non-stop unrealistic action led by a pretty babe.
Miss Bala isn't like that. (Dumb title though. Why not just keep Miss Baja? Are they afraid we gringos can't handle that name?) This film is about the way innocent Mexicans are caught up in the narco wars when they're just trying to live their own dreams.
In addition to the strong theme, the movie works because the story does more than carry thematic resonance -- there's suspense (which requires patience that the video-gaming generation may not be able to muster) and a very sympathetic central character. No, she's not always active, but she is reactive; she isn't just passively passing through this story. We care about her because she has a dream that has been sullied, because she cares about others (her friend Zuzu and her brother), and because, even after she's been abused, she's willing to take a risk at the end to prevent a murder.
Add all this to a well-shot movie with an unusual but effective mise-en-scenes in many of the beats and very scary bad guys, and, well, the sum of it all is a very strong movie.
By the way, there are no continuity lapses in the story and the finale makes sense -- but again, it's going to take some thinking. This movie is not an American action pic -- there's more thought behind it, and more thought needed to digest it.