I came to Thunderbird Conservation Park about two to three times a week for a workout when I lived in the area. The trails are clean and offer a variety of hikes, there is plenty of parking, and wonderful views of the valley.
It does not get very crowded, even on the weekends, which makes it a better choice than Camelback or Piestewa for me. Even though it is not as difficult as the other mountains, it definitely gets your heart pumping if you push yourself!
Bring plenty of water and a good pair of hiking shoes. You may find this a regular spot if you live close by!