Museo Jumex was built to house one of Latin America's leading contemporary art collections. Temporary exhibits draw on a collection of around 2600 pieces from renowned Mexican and international artists such as Gabriel Orozco, Francis Alys and Andy Warhol. 'Ejército Defensa' buses departing from metro Chapultepec leave you one block south of the museum at the corner of Avenida Ejército Nacional and Avenida Ferrocarril de Cuernavaca.
Another Jumex branch, in the museum's original location north of Mexico City in Ecatepec, focuses on more experimental art. It's a bit of a trek from the city, but one that many art lovers have been willing to make over the years. See the website for directions.