The amazing 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 the Zacatecan artist Rafael Coronel, brother of Pedro Coronel and son-in-law of Diego Rivera. Take your time to wander through the various spaces (follow the arrows; it's easy to miss sections).
The skeleton of the Capilla San Antonio is interesting, though the highlight is the astonishing, display of more than 3000 masks (another 8000 are in storage) used in traditional dances and rituals. Also here are pottery, puppets, instruments, pre-Hispanic objects and sketches by Rivera. The grounds and garden are a wonderful place to come and relax.