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When visiting Mexico City, bring a good pair of walking shoes. Very easy to spend hours each day exploring the streets in Mexico City.

It was ten years between my two trips here, and even now, this city continues to keep its reputation as a somewhat unsafe place for the tourist - all guidebooks warn about taxis and robbery.
My impression is that if you keep alert, take good precautions against pickpockets, nothing too extra-ordinary, everything will be just fine. The small amount of carefulness is not a high price to pay for all the things this city offers the tourist.

Food - ordinary, everyday food, including street food, is what I find most fun to explore in this city. But consult any guidebook, and there is no shortage of world-class sight-seeing activities - parks, museums, monuments.

In this section, I'll add my list of tips for the tourist in Mexico City - things that I found were not mentioned either in the tourist guide books or the web sites for Mexico City.

I prefer the Zócalo area - Centro Histórico - to stay in Mexico City, but Zona Rosa is considered the main tourist area.
Zocalo is a great big public square, with a huge Mexican flag in the center, and number of historical buildings all around. It is easy to spend hours just exploring, one by one, each street in the area. Some are nice, clean streets, like 5 de Mayo, others are crowded, and grungy, but everything is worth seeing. It would take multiple days to cover every street just in this part of Mexico City.