I came to Arena Coliseo as part of a lucha libre Airbnb experience with some friends, so I'm not…read more100% sure about ticket prices or where to buy them (maybe Ticketmaster?), but I can share my experience.
Overall, it was positive. At the entrance, they check your bag if you're carrying a backpack. The only things not allowed are water bottles and cameras, but they have an area where you can leave them and pick them up after the show.
We had balcony seats and arrived around 7:15 PM for a 7:30 PM show. We were able to get great seats with a clear view of all the action. There were bathrooms conveniently located right behind us. The women's bathroom had four stalls and they were pretty clean!
They sell water (and other drinks) inside for 40 pesos. If you buy water, they open the bottle and pour it into a giant paper cup for you. You do have to pay with cash.
if you want to avoid getting stuck in traffic after the show, consider leaving early in the final match. We left after round 1 of the final match and saw a lot of taxis waiting outside.
Overall it was a fun show and I would highly recommend visiting as a part of your CDMX trip!