There are a lot of great, obscure trails. The most popular is Marshal at the very top past the general store, there's a creek and it's gorgeous. There's some semi-decent beginner rock climbing too.
The Catalina Mountains are beautiful, and Mt. Lemmon has great camping, hiking, and a lake if you like to fish. Winter time means great skiing/snowboarding. Bears usually aren't around so it's safe.
Mount Lemmon is cool. No really cool. It can be 30°F cooler than Marana so it’s a great place to beat the heat. And shop. Summerhaven’s historic store is popular with most credit cards.
A silence and serenity you can't find anywhere else.Take the trails, do a little climbing off the sides of the trails. The view is totally worth all the effort, plus you get a great workout!