We drove into the city the first time we wanted to visit sights but realized quickly how foolish an idea that was! The remaining times we went into the city we took a but to the train station and the train into the city. The train goes underground once it gets into the dense areas and becomes a subway. It was a great way to get around as there are stops within a couple of blocks of almost all the places we wanted to visit.
There are five subway lines in the city and at the stations where you can transfer from one line to another, the subway tunnels are two-story! Huge cavernous places! Here are a couple of pictures of a transfer station: