So many things to see and do, food is great most places. Everything is so cheap, except drinks in nightclubs, they're pretty expensive. Taotihuacan is a must, and the Museo Nacional de Antropología is a good one to see too, very interesting.
Insider Tip:Learn to speak Spanish, no one speaks English! As with any city, find those small cafe/resturants outside the tourist areas on the smaller streets, for the best food.