Saguaro National Park is actually divided into two sections - east and west, divided by the city of Tucson. I had never seen such a thing.
Our first outing was a trek up Sabino Canyon on what started as a rather cool and breezy day. It was pleasant but crowded. There is a parking fee that can be paid in cash, check or over your phone to their website. Cell phone service is hit and miss though, and I paid for parking three times for my single visit because after hitting the submit button my browser just kept spinning and never sent me to the payment received page. I returned to the hotel to find three email acknowledgements in my inbox!
I would recommend arriving early to beat the crowds and the heat. Definitely bring lots of water. While our hike started out cool and breezy, it quickly warmed up as we climbed up the canyon.