Hot springs at Tequisquiepan
Xochilmilco boats
Tepotztolan beautiful baroque church (about 20 miles N of DF)
Toluca

The Pyramids of Teotihuacan and the Basilica de Guadalupe are a good day out from Mexico City. The Pyramids are awesome and the Basilica is a place of pilgrimage (I saw people crawling across the church courtyard) I think you can get a local bus or a day tour that takes in both sites.
Oaxaca is one of my favourite places in Mexico but a very long not too comfortable bus ride. I believe there is an overnight train from Mexico City(used to leave at 7pm). It is an old colonial town with interesting buildings and a lively town square. There are also some great markets. The Zapotec ruins at Monte Alban are about 5miles from the town and the Mixtec ruins at Mitla are about 25 miles away. Both should not be missed especially Monte Alban.