The temptation of every taco stand after salsa parties coupled with the friendly locals means we were making conversation everywhere we went during our stay in the Zona Rosa. It has a good police presence and with the issue of safety further from our minds, we were free to enjoy the area thoroughly.
We chose Hostal Roma Norte Bnb for their attractive free airport pickup service. Hot water and a friendly receptionist were plus points but there was the sorry hassle of bothering the care-takers to open the front gate in the wee hours. Mama Rumba Roma (packed salsa club, exciting music, lousy drinks) and La clandestina (amazing mezcal with great service) bar were all within walking distance.
In one day we went to Frida Khalo museo (interesting), the markets around Coyoacan (good for lunch), and the Museo Nacional de Antropologia all by subway and walking. A tip regarding the latter to avoid getting an overwhelming headache is to start at the mayan ruins instead of at the very beginning. Our second day was only a half day so we spent the morning at the zocalo which was probably more than enough if you do not like shopping and touristy things.
We planned too short a time for mexico city, and given a choice would have made it to Teotihuacan ruins on the second day. I suggest at least 2 full days for mexico city, and if possible 3 nights to enjoy the dazzling nightlife.