For the past 5 years, the DF government has been providing its citizens with holiday events and free activities as part of their "Magia de la Navidad" (Magic of Christmas) program throughout the city. This winter's events included the traditional free pop concert at the Angel de la Independencia (Britney Spears - I passed, but I did see Marc Anthony last year), two holiday parades, the main street lined with lights and various nativity scenes, and a recreation of the entire city of Bethlehem with a life-size nativity in the Estadio Azteca.
But, the place to be, just like for all big events, is the zocalo, Mexico's town square and home to the Palacio Nacional (where the government "works") and the Catedral Metropolitana (the biggest church in Latin America). The main attraction is the hour-long sessions of free ice skating, but there was also the Cheetos movie trailer, which was showing film festival animated shorts, extreme sports simulators (snowboarding and biking), bouncy boxing rings, arts and crafts, and various displays for photo opportunities (all free!).
Last year, I spent hours in the airport and had my flight delayed for several days because of a White Christmas. This year, I'm dreaming of a Free Christmas with Temperate Weather.