If you're doing 4-6 things, we'd stack rank them like this:

  1. Zocalo/Centro/Palace of Fine Arts. All downtown, you can cram all these in 1 day. Do these during daytime, there’s nothing going on at night. Really cool to just walk around, the architecture is great. Lots of museums down there, pick 1-2 to go into, like Templo Mayor Museum. Food...
    1. El Mayor overlooks Zocalo.
    2. Downtown Mexico Hotel has this cool hacienda courtyard with a restaurant and shops circled around it.
    3. El Cardenal and Cafe Tacuba are good old school restaurants.
  2. Chapultepec Castle. The castle is a museum with history of Mexico City. We like it because you have 360 views of the city. Can combine this with walking around Condesa or Polanco.
  3. National Museum of Anthropology. Might be the best museum you’ll ever go to. Hectic during weekend, try going at a dead hour during week. Can combine this with walking around Polanco.
  4. Teotihuacan. This is not straightforward getting to, research some companies that offer ride and tour.
  5. Xochimilco, This is more fun with a bunch of people. If you're going with friends, it's worth it. If you're going solo, not that cool.
  6. Coyoacán. There's a few markets and Frida Kahlo's house you can tour. El Bazaar Sábado good market and art on Saturdays—a bit more expensive stuff than typical street goods in CDMX.

Outside of that, we like just walking around neighborhoods. Our favorite in order:

  1. Condesa
  2. Roma
  3. Polanco
  4. Centro
  5. Coyoacán.

Try to stay in one of the first 3 neighborhoods.

Food really varies in price point and it's all good. Not mentioned above mentioned here...