Having lived in Phoenix, and having done most of the state treasures, the list can get pretty long! Just before you get to Flagstaff, you can stop and stretch your legs on around 180 steps down and back up at Walnut Canyon National Monument, right off of I-40. Or, you can go a bit North, bout 5 miles or so, and do the Wapatki National Monument drive. At both, you can get up close and personal with ancient indian ruins.
Walnut Canyon is my wife's favorite, and we cannot visit AZ without stopping there. If you do stop and wander the trail, (remember those steps I mentioned earlier? You gotta go down 'em to get to the trail! Then back up when you are done...TAKE WATER!) make sure you watch the canyon walls opposite where you are at. We spent 4 hours on a trail 1 mile long, looking for the ruins on the other side! We found more than 40! You can do the whole thing in about an hour, tho, and still get a good look at the ruins, as you will be right in them on the trail!
If you want more things to see and do once you actually live in Phoenix, PM me and I can make you a pretty looooong list!
Enjoy the heat!
CdirtO, formally (10 years ago and long before IAP, AdirtZ!