What to do in Valladolid in Mexico? Valladolid is a typical Mexican city. It has a large square with a beautiful cathedral, a friendly atmosphere, a monastery, colonial buildings with countless colors and a cenote that lies in the center of the city. Valladolid is a great city to include in your trip to Mexico and use as a startingpoint for a visit to the Mayan ruins of Chichén Itzá and the impressive nearby cenotes. In this article you will find the best things to do in Valladolid and surroundings in Mexico, including tips for cenotes, hotels and restaurants.