The Wind Cave trail in Usery Mountain Regional Park is rated difficult. It is a 3-mile round trip to an overhang with great views. The hike is very popular. I'm not sure I would call it difficult, but we did get a good workout. The desert there is beautiful with lots of saguaros.
I have blogged about this hike twice before, in 2010 and 2009. I took a lot more pictures on both of those hikes, so you might be interested in looking at those blogs.
Like I said, the hike is very popular. We passed lots of people on the trail, including a group of 20+ from another RV resort in the area. From the cave viewpoint, we could look down on the parking lot. Our truck is in the group of vehicles to the left. We didn't start hiking till almost 10, so by the time we returned to the truck, quite a few vehicles had already left.
I loved this view of saguaros and cholla against the clear blue sky.