Tours in Mexico City

When visiting Mexico City you will be able to do a lot of things such as walking along the colonial streets, visiting historical buildings, the Cathedral, the National Palace, Bellas Artes and many more.
Mexico offers for tourists a lot of history, gastronomy, nightlife and fun, that is to say, it offers all they can share about the city.
You can spend your day in a tour visiting the Pyramids of Tenochtitlan and museums. At night you can also take a tour on your own to the ballet, the opera, jazz clubs, discos, you can enjoy mariachi music and go to a cuban and salsa club.
I think its very exciting and tempting, Has anyone visited Mexico and done some of this activities?
Are the bars and clubs expensive or cheap?