Cash is always best.  Be sure to take sufficient ones and fives as often a waiter will disappear and you won't get change.  There are many places that you can get cash using an ATM card; a few machines will even give money in US dollars.  (One machine I use is in the lobby of the Hotel Rio Rita on Revolucion near 4th and other is in the lobby of Mexicoach on Revolucion around 7th.) I have  only tried using a credit card at some upscale hotles so I can't give you much information about credit card use. (But I doubt you'll have much luck at massage palors and bars.) If you are reaally worried about carrying cash try using a money belt.  (LL Bean has regular belt with a zipper that will hold folded bills.  There are numerous other styles you could use.)  The biggest thing is be aware of your surrondings, people who want to be your helpful friend and if something is too good to be ture then be extra careful.