I've only hiked Hole in the Wall, but if your looking for a pretty easy, but extremely picturesque hike, then this is the one. The views at the Hole in the Rock are amazing and on a clear, sunny day it's quite nice to take in all the sights of the Phoenix skyline.
The hike is not too rugged or steep. You can reach the top in less then 10 minutes. I've done this hike a few times with my dog and it's super easy for them as well.
There's a nice little fishing lake not far from Hole in the Rock and again, a nice stroll to take with your pup.
It's a great experience for kids as well as their is lots to see and learn with the beautiful rock formations, colors, wildlife and plant life.