Our one full day together where we had time to drive a little outside DF was, of course, spent at Teotihuacan. It really was amazing. We didn't have the best light for the Pyramid of the Sun while we were there since the sun was rising behind the pyramid, but that's okay. At least we got to climb it in the shade and that's worth a lot more than good photos.
I'd rank Teotihuacan really high on the list of cool places I've been. I liked it better than the pyramids of Giza (although not the Sphinx), although I'd probably put it lower than the Terracotta Warriors and the Great Wall, and definitely lower than Petra which is probably my favorite place ever.
This is another huge reason to visit DF. This site easily compares to much more famous places in Europe, Asia, and Africa, but it's so much more possible for a USian to visit.
And it's fun to visit because you can climb on so many of the pyramids. Get there right when it opens at 8 and spend the morning before it gets too hot and crowded.