Arizona has special guidelines for hiking in the summer months. Number one, take and drink plenty of water. Number 2, take and drink plenty of water. Wear a hat. Hike early or late or head up to 7000 ft. elevation. Carr Canyon, Brown Mountain, Mt. Hopkins, Mt. Graham will all give you some cooler weather.
Do not hike in canyons when there is a threat of a thunderstorm. Redington Falls, Seven Falls and Slide Rock can be deadly in a thunderstorm. Watch the weather. Aravaipa Wilderness can be cool, given you are hiking in the creek most of the time but you must be mindful of the weather. This is the land of steep canyons and sudden storms.
An early morning hike along the Santa Cruz River near Tumacacori or the San Pedro River can be refreshing as well. Lots of shade and critters abound.
People invariably take the sun for granted and do not take enough water or realize that a thunderstorm is dumping rain just the other side of the mountain. In New Zealand hikers take tracking devices with them in case of avalanches. Well, it is winter there.
And What you take in, please, please, pack it out.