Been hiking these hills for about 5 years. My favorite entrance is the main Parking lot, located off Shea & 40th St. (North on 40 till it ends at the lot).
So many trail choices, so little time! You can easily hike a few minutes on flat terrain, or difficult peak hikes almost up to elevations of 3000'.
I like the fact that, because you can design your own route, it never becomes boring. If you want a 30 mins easy hike, or strenous 3 hour circut, it's all up to you. I generally find that in the early mornings, it's very rare to run into other hikers. (maybe 3-6 in 2 hrs). So, that is a big ~Zen~Factor~ for me.
Here is the exact location and hiking trail map:
http://www.phoenix.gov/parks/hikphgud.html