Photo: GetYourGuideAn early start beats the heat and the crowds at Teotihuacan, the vast pre-Aztec city of pyramids an hour outside the capital, where you climb toward the Pyramids of the Sun and Moon along the Avenue of the Dead. This popular option gets you in ahead of the coaches with a guide to bring the ruins to life. Wear sturdy shoes and a hat, carry water, and save some energy for the long walk between the two great pyramids.