I have stayed many times at the Galeria but not since it was a Westin. Do not know the Sheraton but it is nearby.
Last month I was in MEX and stayed at the Gran Melia, which is further down on Paseo Reforma but is an incredible property which I would highly recommend. Unfortunately it is not part of Starwood but it is a 5* property, about 25 stories high and with lots of butlers running around. Great place. And you can earn AA miles as well as other airlines miles there.