La Roma is where you want to stay in Mexico City if you love good shopping, amazing museums, and proximity to big parks and sites. La Roma is sometimes referred to as the Beverly Hills of Mexico City, Although Mexico City is safe, Polanco is considered one of the safest of all its neighborhoods. Posh, sleek, and glamorous, La Roma has a mix of modern architecture and classic Spanish colonial revival buildings. The combination of old and new gives this neighborhood an exciting, dynamic energy.