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Nothing very exciting about this structure unless you are extremely interested in researching the history of the city, but since you are up there why not spend a few minutes here?
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You can hike to the summit of la Bufa, which is indicated by the very large cross. It is not too hard to get to, and the route is fairly obvious. It becomes a bit of a scramble towards the top, and be careful coming down. The view is amazing.
Houses weapons, documents, photos, and other artifacts relating to this decisive battle of the Mexican Revolution. The Battle of Zacatecas took place on June 23, 1914 when the Division del Norte under the command of Pancho Villa won a decisive victory over the federal army led by General Luis Medina Barrón. The battle led to the resignation of President Huerta.
Santuario de Nuestra Señora del Patrocinio
Built in 1728.
The square beside the Cathedral, interesting murals inside the government buildings, such as the Palacio de Gobierno.
A walking party around downtown's distinctive "callejones" (narrow streets or alleys) complete with live music and a donkey loaded with free Mezcal. Usually everybody is welcomed to join and most likely you won't be the only tourist joining the entourage. Callejoneadas typically begin from the Plaza de Armas.