The first archaeological site to the east of Oaxaca is Dainzú, about 20 km (12 mi) from the city. It dates as far back as 600 BC. Here you'll find some carvings that may remind you of the Dancers' Gallery at Monte Albán; these, however, depict a ball game.
The most spectacular sights are the well-restored ball court and the Tumba del Jaguar (Tomb of the Jaguar), with the fearsome head of a jaguar perched above the door. Pre-Columbian pottery shards litter the ground all over, evidence that this is a site that, unlike Monte Albán or Mitla, is still in the earlier stages of excavation. You'll likely have it to yourself, too. The grass-covered ruins are particularly pretty in the late-afternoon light. Note that there are no facilities here. Keep an eye out for the turnoff, because it's poorly marked; arriving from Oaxaca City, it's right before an overpass.