A caveat: You're not really going to Sanborn's for the coffee. The regular drip brew is absolutely nothing to write home about, mediocre at best. But the setting and its historic value... now that's a different story.
Sanborn's is the Mexican equivalent of Woolworth's, a variety store and cafeteria-style restaurant that seems a throwback to the mid-20th-century. You can find Sanborn's all over Mexico City, but this one, located in a historic building called "La Casa de los Azulejos" ("The House of Tiles") is the one to visit.
The 18th-century palace, located in Mexico City's Centro Histórico, is a sight to behold, its entire exterior covered in blue and white tiles from the Mexican state of Puebla. The interior of the building is similarly stunning, featuring mosaics and murals, including some by luminaries such as José Clemente Orozco.
The beauty is enough to make you forget that you even came for coffee in the first place.