Two weeks ago I went on a Ranger led moonlight hike in the San Tans (
http://www.maricopa.gov/parks/santan/) It was beautiful and there are a few geocaches there. If you are interesting in finding some people to hike with, go to
www.meetup.com where you can join hiking groups. I am a member of "The Phoenix 2-Hour Beginners Hiking Group" as well as "Hiking Hikers Hiking Group". Between the two, there are a variety of hikes going on on weekends as well as weekdays for all levels of hikers.