We came right at sunset and soon after swarms of bats came out. It was magnificent. Even at the end of the sunset they were still rolling out. One even swooped down over the gate and hit the person next to me.
I would suggest coming in July. Also, I parked at the end of N 37th Pl and it took me to a short dirt pathway straight to the canal. You can see the Bat Cave from there and it's only a minute walk to it. I'd suggest bringing lawn chairs and Gatorade so you don't have to stand the whole hour and you stay hydrated.
What a lovely gem of Phoenix!