The old bishop's palace, now a contemporary art museum, also on the Plaza Mayor
The Palacio de Gobierno (state goverment building), dating from 1892. On the second floor of the building are large murals by a local artist telling the history of Mexico and the Yucatan.
Mariachis performing at the Sunday festival (see the video below, they were great!)
The Iglesia de Jesus, a beautiful church built by the Jesuits in 1618.
The inside of the Teatro Peon Contreras, designed by an Italian architect a century ago
The Paseo de Montejo. In the late 19th century the rich plantation owners in Merida decided that the city needed something grander than the traditional narrow streets so they built the Paseo de Montejo, a wide, tree lined boulevard with huge mansions. Today one mansion is a museum, some are restuarants and businesses and a few are still private residences.