Well Mexico City is one of the (if not the) wealthiest cities in Mexico, and I was in a reasonably nice part of town; so this was a best case scenario. The city also has shanty-towns and no-go areas, but I didn't go to those places. I imagine if I wanted to see some "deeply fucked up shit" I would have been able to find it there in abundance.

One thing I forgot to mention was the air pollution: my lungs burned as soon as I got off the plane, and it took a few days for it to subside. Then you're also at 8,000 feet, so it takes time to get used to the thin air.