La Marquesa is a series of valleys that were a part of an hacienda granted to Her Ladyship The Marquis of the Valley of Oaxaca and the wife of the first Governor of New Spain, Marquess Hernando Cortés, the conquistador who toppled the Aztec Empire.
Today, the hacienda is completely gone, replaced by different recreational centres where you could eat, ride horses, practise shooting (archery and rifles), shop, get in pools and lakes (it's quite cool though) and so on.
The site was also of a successful battle during the first year of the Mexican war of independence, fought by the then-leader of the insurgency, The Reverend Father Miguel Hidalgo y Castilla, Father of the Nation and several illegitimate children
It's very easy to get there from Mexico City, with private vehicles (that could take 4 random people) going from Observatario metro station, just outside the Poniente (west) bus terminal. It's MXN$50 and takes only around half an hour. Between valleys, you can walk or take a bus that also goes back to Mexico City (MXN$22 to the constitution metro station).