Classic hike. In the center of the city with views of all the familiar spots in the East and West Valley. It's a challenging hike, especially if you have never hiked before. It's easily one of the best parts about living in Phoenix.
My best recommendation is to plan your hike so that you can finish just before sunset (watch out for rattlesnakes though!). There are few sunsets in the city more beautiful than the one from the 1/4 mile spot on the Echo Canyon trail.