http://hotelyvillaspatriotismo.com/
Near Condesa
https://vmotelboutique.com/
You can stay at these places full time or for a short stay. I have been to both and they are clean and safe. And they're basically designed to play in. There are others too. I found them when I contacted a Twitter girl, she sent me a list of these short time love hotels that she was willing to go to. They have them all over Mexico. There was a place in Leon that you made a reservation online and you had your own private townhouse with garage parking.
I don't play at the hotels I am staying at but instead I'll take a taxi to one of these places. It's no secret what you're doing there and they are completely open to visitors.