I loved riding the Metro in Mexico City. Subways are my favorite, by far, form of transportation (sorry, marshrutkas) and I'm thinking that after Riyadh, our number one goal should be to always live in a city with a decent subway station. A good light rail system would work too.
The best part about the DF Metro is skipping all the traffic above ground. It's also cheap from my perspective at 40 cents a ride anywhere in the city, but it's expensive for a lot of the people who are riding it. The rate went up at the end of last year from 3 pesos to 5 which is a pretty big increase all at once. It was 2 pesos not too many years ago.
There was usually someone on the train selling something. The most common items were markers, ear buds, and snacks/candy. Sometimes people carried speakers in a backpack and you could request a song while you were riding along. Once a young couple got on with a guitar and a speaker and she sang as we were riding along. Another strategy one woman used was to hand everyone a candy bar with a message on it asking you to buy it for 5 pesos. She came back around and you either gave her the candy back or 5 pesos. I didn't see any little children selling. I only rode it about 15 times, but I hope that wasn't a fluke.
The transfer stations are large with lots of stairs to climb. Some have interesting things to see inside (like pyramid ruins) but mostly they're not too exciting.
I never once felt in danger on the Metro. I generally rode in the front cars which are reserved for women and children during rush hour, but available to any the rest of the day. I did avoid busy hours as much as possible and I know how to ride public transportation safely. It was easy to navigate with plenty of signs (and every single stop has its own unique symbol- loved that).