There are some great outdoor places to go in Tucson that are worth visiting like Sabino Canyon, the Desert Museum and Old Tucson Studios, but for some awesome scenery that's free of charge, head to the trails at Saguaro National Park. The park has two sections, one on the east side of Tucson and the other on the west.
Saguaro National Park's boasts thousands of gigantic saguaro cactus, some as tall as 60 feet. There is a good chance you'll spot wildlife or a colorful sunset if you stay late enough. I happened to be lucky enough to stumble upon a gila monster, a jack rabbit and a snake. Try Douglas Spring trail on the west end for a chance encounter with Saguaro's wildlife. Just be sure to bring water and sunscreen. It was 104 degrees on my hike there in September. But at least it's a dry heat!