I've been to Mexico City twice (for work) and will be going for a third time next week for the game.
I'm not a big fan of places that have spotty rule-of-law issues, but I never had any problems either of my prior visits. As someone else said, it's like any other city where there are good parts and bad parts.
All of that being said, I'll definitely be taking a car service to the game rather than public transportation that the NFL seems to endorse. I think a game like that is a potential magnet for issues and have no interest in testing my luck.
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