... and if your flight back from MEX departs in the early morning I recommend to stay the last night at either the Airport Marriott (a pedestrian bridge links the Marriott with the airport) or the Hilton (in the airport).

You avoid any early morning rush hour problem/worries on your way to the airport before check-in ... and you can sleep longer).

The metro is a great (and as said above cheap, efficient, clean, safe) way to connect to/from the airport to downtown and back.