Winter lasts from November to May. In Mexico City, the average daytime high is 70°F (21°C), and the average overnight low is 40°F (4°C). At night, the temperature can dip closer to freezing, so pack warm clothes.
This time of the year boasts many festivals and events, such as the Day of the Dead and Christmas, all accompanied by spectacular fireworks and displays. However, keep in mind that prices tend to be higher and so do hotel reservations, so make sure to plan ahead.
January and February are particularly popular months for foreigners to escape colder weather, due to the mild climate. So make sure to book everything well in advance.