In the nearby town of Guadalupe, now almost a suburb of Zacatecas, is a large Franciscan convent and evangelical college founded by a famous member of the evangelical college of Querétaro, Fray Antonio Margil de Jesús. It remains an active monastery, but a large part of the convent houses a wonderful museum of colonial art, which will impress anyone interested in art and painting of any kind. Some people might skip this one because they suppose colonial art to be staid, scholastic, and full of arcane symbolism. Not true. The paintings, mostly from the 1700s, are by some of the greatest painters of New Spain -- Cabrera, Villalpando, Correa, and others. They are detailed, expressive, dramatic, and eye-catching for their use of anachronisms and fantastical themes.
A taxi to Guadalupe runs about $5 (£2.50). Transportes de Guadalupe buses go to Guadalupe from the Central Camionera in Zacatecas. If you're driving, take López Mateos east, and follow the signs. The convent's church has a lovely facade and holds the famous 19th-century Capilla de Nápoles, a chapel in the shape of a cross with lots of gilding and decoration. You cannot enter, but you can see it from the ground floor of the church or from the organ loft, which is accessible from the museum.