The excellent Museo Rafael Coronel is not to be missed. Imaginatively housed in the ruins of the lovely 16th-century Ex-Convento de San Francisco, it houses Mexican folk art collected by Zacatecan artist Rafael Coronel, brother of Pedro Coronel and son-in-law of Diego Rivera. Take your time to wander through the various spaces by following the arrows. The collection of masks is truly incredible, as are collections of totems, pottery, puppets and other fascinating objects. All labeling is in Spanish only.
After you've admired the treasures within, relax among the trees and (slightly disturbing!) statues and sculptures in the surrounding gardens.