Havana Club is widely available in supermarkets and liquor stores in Mexico. One does run the risk of US Customs confiscation if bringing it into the USA. That being said, I usually bring a bottle or two home with me and take my chances

Bacardi Solera and Bacardi Reserva, both distilled in Mexico, are also excellent dark rums IMHO.

One place I can recommend for booze purchases in Mexico City is the La Europea liquor store - I think this is a relatively new chain of stores similar in concept to Beverages and More in the US. (the outlet I'm familiar with is located in the modern Plaza Satelite shopping mall just north of the Federal District/State of Mexico border on the Periferico highway) They have an extensive assortment of liquor and wine, including hard to find limited edition booze, at reasonable prices.