Your guide will lead you to the central plaza, Plaza Grande, dominated by the Catedral de San Idelfonso; it's not the most striking in Mexico, but its size is immediately apparent when you arrive at the main square.
The Municipal Palace is on the opposite side of the square while the Government Palace, which is fairly plain from the outside but is stunningly attractive inside, features some wonderful paintings and murals that depict the Yucatan's rich Mayan history. This is in contrast to the murals and paintings in Government Palaces in central and northern Mexico, where it is the Aztec indigenous cultures that feature.
On the south side of the Plaza Grande is the Casa de Montejo which locals sometimes refer to as the "Palacio de Montejo". It was a private home, inhabited by the descendants of its creator (and Merida's founder), Francisco de Montejo until 1980. Most of the building is closed to the public; today it's a working bank branch for Banamex.
The "White City" title that Merida has derives from the stately homes and mansions that adorn the sides of Paseo Montejo, about 10 blocks north of the center, standing opulently in gleaming white stone.
The Paseo de Montejo is a tree-lined boulevard, which was supposed to be as grand as Mexico City's "Reforma Avenue". There are still some private homes along here, although many of the buildings have been turned into banks, offices and one of the most majestic buildings is now home to the Yucatan's Museum of Anthropology.