In late December, 2006, we spent almost two enjoyable weeks staying in Colonia Roma Sur, a pleasant residential area, laced by commercial streets, in the heart of México, DF. Good restaurants abound, but the center of foodie interest is probably the Mercado Medellín, one of the cleanest and most orderly of markets we've visited.
We returned several times and enjoyed exploring this often lovely area, most recently in April, 2008.
(and since then.)
Click photos for enlarged view