Most people who will tell you to be super careful in the center have not been there in a decade or more after dark. Darker people live there, so it's perceived as scary, but El Centro is very different and more cleaned up these days. Hampton Inn there is nice, as is the NH nearby and Ciudad de Mexico near the square--worth a visit for a drink even if you're not staying.
Roma and Condesa are more like neighborhoods though, with people pushing kids in strollers, walking their dogs, going out to their local watering holes.
Condesa df is really great if you're into hip design hotels.