I wouldn't say that the Mexico City is the most friendly place for guys in sports gear... But there are certain places. You can go running to the Bosque de Chapultepec, but also there are other sophisticated places as Santa Fe or La Condesa, and, of course, you can find a lot of gyms (SmartFit could be a good choice). Mexico City it's becoming a major place for gay nightlife (there are some interesting places in Zona Rosa and if you like something more... exotic, you can visit any gay bar in Republica de Cuba Street and around)