Centro Histórico Visitor's Guide
Mexico City's Centro Histórico has the largest concentration of museums, cultural sites, and points of interest in the entire city.
Being terribly easy to navigate (even when you're lost), it's a great introduction to the city, and often a trip back in time.
From there, things just get more interesting.
West from the Zócalo:
East from the Zócalo:
South from the Zócalo:
North from the Zócalo: