The dry season runs roughly November to April and is the best time to visit. Days are mild and sunny, nights cool — Mexico City sits at 2,240m, so winter mornings can drop close to freezing. The rainy season from May to October brings dramatic but usually brief afternoon thunderstorms; the air is cleaner and the parks at their greenest. March and April can be hazy with smog before the rains break.
Time a visit around a festival if you can. The Day of the Dead (31 October to 2 November) sees altars and parades across the city. Independence Day on 16 September fills the Zócalo for the president's "Grito de Dolores" the night before. Holy Week empties the city of locals and is a quieter, calmer time to visit.