Search:

http://hikearizona.com/
This site has all you need to know. You can narrow things down by "in season" and difficulty, even if you want water nearby. Then take a look at the photosets from people...

The Mazatzal Mtns are close to you up in Scottsdale. Probably an hour away.

Superstitions are nearby. Anywhere on the rim will work too. Anyplace near a river in the desert will have trees, so that's a good start in the winter as well. Where do you usually tent camp? If...