Any guidebook will tell you that the Anthropology Museum is huge, and it’s true. I spent more than half a day there, and felt like I still haven’t "done" it. The museum is interesting and so extensive that it’s almost hard to take.
I went with a group from the Hostal Moneda - there were a lot of independent travelers. Everyone was really friendly and I met a couple of people on our little "field trip." The hostel provided a guide who accompanied us on the trip and spoke English (as most of the signs in the museum are in Spanish only).
We visited just five rooms of the museum - a small portion overall. Highlights were pre-Columbian art and models of the many civilizations that preceded modern Mexico! I would recommend this museum only if you’re a big anthropology buff, or if you have a few hours to spend wandering a vast museum. If you could see just one museum in Mexico, go see Frida Kahlo!
The museum is accessible by Metro but you have to take a bus down the main avenue towards the museum. You can’t bring bags or cameras inside but they have a place to check them. Be sure to check out the Voladores of Pantitlan in the small park just across the street! It’s a native ritual involving 4 guys literally flying through the air from a big pole (with ropes around their ankles!) and is worth seeing. They’ll do it a few times a day, usually when there’s a sufficient amount of tourists ($$) standing around waiting.