U.S. News Insider Tip: On the picturesque Nemesio Diez street, which leads to the park, you'll find the highly-rated Café Rama, as well a recently opened cocktail bar next door, The Black Book.

To get a taste of Oaxaca, visitors should head to the Benito Juarez Market (Mercado Benito Juárez). Different stalls purvey everything from crickets and mole to grilled meats and homemade ...