I spent a fair amount of time in Mexico City in the late 90's, when security was getting pretty dicey; my understanding is that it is now much worse. Most of what has been mentioned rings true; a female business associate was kidnapped/mugged via one of the green VW cabs and another ( male, ex USN Seal) that lived/worked there, was grabbed and murdered. You need to be very careful and heed any reasonable advice relative to your security.