Though you’re not guaranteed to see any protests, among the Zócalo’s more certain entertainments is the ceremonial lowering of the national flag from its giant pole in the centre of the plaza each evening at sundown (typically 6pm). A troop of presidential guards march out from the palace, strike the enormous flag and perform a complex routine at the end of which the flag is left, neatly folded, in the hands of one of their number. With far less pomp, the flag is quietly raised again around half an hour later. You get a great view of this, and of everything else happening in the Zócalo, from the rooftop terrace restaurants in the Hotel Majestic and Gran Hotel Ciudad de México on the west side of the square.
The Zócalo does, of course, have its less glorious aspects. Mexico City’s unemployment rate is tellingly reflected by the people who line up on the west side of the cathedral seeking work, each holding a little sign indicating their trade.