If the city has you overwhelmed, whether by its chaos or its abundance of choices, and you want to take refuge in the familiarity of a hotel bar, you can't do much better than St. Regis's King Cole Bar. Sit inside at the bar or on one of its loungers and enjoy live music with your drink, or—better yet—head out to the terrace, where you can watch traffic zip by on the city's main avenue, Paseo de la Reforma. You'll also be looking out upon the Diana the Huntress fountain, a snapshot-worthy landmark in this city that has no shortage of them. In fact, you can also see the Angel of Independence statue and Chapultepec Castle from here.
As for drinks, the must-try is the Sangrita Maria, a blend of mezcal, sangrita, and pasilla chile puree. Every St. Regis bar creates a signature cocktail, and this one is definitely representative of Mexico City. If you're a smoker, ask to see the bar's cigar selection.