Sabino Canyon
Year-round, locals flock to Coronado National Forest to hike, picnic, and enjoy the waterfalls, streams, swimming holes, saguaros, and shade trees. No cars or bicycles are allowed on the roads and trails, but you can walk or take a narrated open-air tram ride (about 45 minutes round-trip) up the wide WPA-built road to the top of the canyon; hop off and on at any of the nine stops or hike any of the numerous trails.
There's also a shorter tram ride (or you can walk) to adjacent Bear Canyon, where a rigorous but rewarding hike leads to the popular Seven Falls (it'll take about 1½ to 2 hours each way from the drop-off point, so carry plenty of water). If you're in Tucson on a summer weekend, take the special Saturday evening tram, running from June to October, and watch the desert come alive with nocturnal critters.