There’s always a line at Churrería El Moro in Roma Norte, whether you show up first thing in the morning, around lunchtime, or right after dinner. And for good reason—this local chain (with 15 locations around the city) makes some of the best churros in existence. You can get a four-pack fresh out of the fryer and covered in cinnamon sugar with a side of hot chocolate dip for around $4. If you need to cool down after walking around all day, take yourself and a consuelo—El Moro’s churro ice cream sandwich—to nearby Plaza Río de Janeiro for some shade.