I've been to that Sheraton hotel on Reforma a few times already and I think the location would be better than the JW in Polanco or Santa Fe. The Reforma location is a focal point and mid way between everything, like walking to condesa, Roma Norte, Chapultepec, Juárez, centro histórico, alameda central etc
Alos, if you're there on a Sunday, you can just walk outside the hotel and get involved with the walking, running, biking and exercise program that goes on from early morning to mid afternoon, as they shutdown many roads around the city.
​​​​​​