Though a little risky, there are great street vendors that offer a variety of good local foods. Just remember to scope out the one with the best hygiene. This is the most more local.
"Shucos" can be found in carts that are usually parked in between "Estadio del Ejercito" and "Campo Marte" zona 5. They are comparable to a super charged hot dog with guacamole, meats such as "longaniza", "chorizo", bacon etc... Just make sure you get the one with everything (Con todo).
"Mangoes or Cucumbers with Salt, Pepitoria & Limón" You can also get sliced fruit such as magoes with "pepitoria" (roasted, crushed pumpkin seeds), salt, and lemon in a small clear bag. Or sliced oranges from carts all over the city.
"Gauchitos" are also good cart foods. They are basically a pattie with scrambled egg, "chimichurri" and some dressings on a bun. You can find them in various places throughout the city. One favorite is on the "Mirador" on Carretera a El Salvador. It sits adjacent to Cafesa, diner like restaurant, on an outlook overlooking the city. You can order a "Súper Gauchito", a soda, and sit and admire the hustle and bustle of the city below.
"Atol de Elote" Is a very local and custom drink made from a corn (maize) base. It's somewhat sweet and a drink you must try. It's very rich so if you're not too hungry you can substitute it for a meal. The best place to try it is on the outlook on the other side of the city leaving towards Antigua. Just before you get to San Lucas. Its also another place where you can sit and admire the city from atop a mountain.