Probably the most important pilgrimage site in the Americas, the Our Lady of Guadalupe shrine in Mexico City is an incredible place. I've been there twice and have been incredibly moved both times by the pure devotion, warmth, and affection of the pilgrims there. Definitely something you don't want to miss if you are ever in D.F. (Mexico City).
Doug C. sent me this video of the crowds singing "Happy Birthday" to this patron saint of Mexico.