Mexico City has a bad rap, and it's really a shame. I saw almost no gringos in D.F. (short for Distrito Federal, short for Mexico City), no doubt because of all the scare stories in the U.S. about danger from drug cartels and kidnapping and beheading and gastric disturbance.
My experience as a confirmed airhead was as follows: I left my credit card in an ATM and a guy chased me down to return it, I squoze into the most packed subway in the world (equal to Tokyo – I mean like NO room to move, not even an inch, we were fully compressed – felt kinda good!) with no ill effects, left my purse in a restaurant! ran back, it was there.
I did find the edge because I got too complacent: I was doing more work with Raúl the typewriter man, and I left my backpack (fortunately, almost empty) behind me instead of in front of me. Poof! gone. And I can remember the moment it must have happened too. It bummed me out for a few hours, because I felt dumb. But that could happen in any big city in a comparable area. And now I have a truly ugly $20 backpack!
I told the guys who hang around there that I'd give 200 pesos to get it back. Whoever it was could bring it to the hotel; no questions asked. It's kind of like getting your car stripped, then buying your own parts back at the chop shop. We will see... I'm sure the word will get around.
In any case, if you use regular common sense, this city isn't any more dangerous than other great and big cities. And it is truly a great city. The depth and dimension of experience you can have here is staggering: cultural, culinary, auditory, interpersonal. The perfect place to source the Luminously Trivial. And the just plain Luminous. More soon...