This was not high on my todo list but it turned out to be quite a gem. The entrance to the palace is complete free. Inside you can find the former residence of Mexican presidents, only recently opened to public (2018) as a museum. There are also a few impressive pieces of large murals by Diego Rivera in the National Palace.
The palace is a huge complex so we spent ~2 hours walking around. Plus the photo walk this morning, we were dead tired so decided to skip the other sites planned for the historic center.