La Huasteca, Monterrey
This is one neat place, but has been damaged, to an extent, by graffiti... whatever the case, there are some caves visible on entrance to the park. I can't recommend going up to them, but they are neat to see. It can be a dangerous hike to get there, especially if it's rainy and you aren't very experienced at scrambling. But if you make it up there, enjoy the view!
Excellent for views, scrambling or climbing, La Huasteca is a really neat place to go. Taxis and bus 126, I think, go to the entrance, and the park is another 0.2 miles in.