I just returned from Mexico City and wanted to share a few tips on the Metro. There are some very long walks for connections (as long as Paris or London) especially from Line 5, which connects the North Bus Station and the Airport. If you are changing at La Raza (to head to Zona Rosa from North Bus Station) it is a very long walk. Also, at the airport, walking from the Metro station to the check-in desks for international flights is a VERY long walk.
On the Metro, there aren't too many stairs, but almost no escalators. If you will be riding the Metro often, buy several tickets at once - the ticket booths can have long lines.
We had no problems with safety on the Metro or anywhere else. There are signs that say the first two cars of the Metro trains are for women and children, but that didn't seem to be enforced - it may just be at certain times of day, perhaps.