Scottsdale has some 40 miles of city-maintained multi-use trails for bikers, hikers, riders and runners. Much of this is in the public parks that dot the city. Look for stretches of extensive green as you travel the major north/south streets such as Hayden or Scottsdale roads or east/west crossroads like Via Linda or Cactus with names like Cactus, Chaparral, Indian School, McCormick Railroad, or Mountain View Park. These are mostly flat, well-cultivated mid-sized parks, some with a lake area, frequently ideal for activities such jogging, biking, rollerblading. If there's a body of water, you'll sometimes see boating and fishing. In addition to the public parks and lakes, there are some privately maintained ranch association ones as well, such as the lake and park area near my home (on McCormick Ranch) called Lake Margherite. Just off Hayden Road in mid-Scottsdale, this lake has a multi-use bike/jog/inline pathway, and connects with other green areas that stretch quite a way, so you can get in a considerable running workout or skate for miles here.
So you want to explore the desert or uphill terrain? There are preserve and park areas where you can get to quite easily either adjacent or even within Scottsdale, for instance: my favorite, at Camelback Mountain Park. Entry here is off McDonald Rd. from the north side of the mountain. Trails lead up the mountain, which will take you no more than 15 minutes, but the ascent is steep and popular along the stepped routes with cardio workout enthusiasts. The views of neighboring Paradise Valley and Scottsdale are spectacular from the upper levels of the mountain, as is the mountain surface itself which derives its name from its somewhat unique shape.
For getting out into the Sonoran and natural desert areas, you can check conditions/routes/trails with:
McDowell Mountain Preserve - Tel: 471-0173
McDowell Sonoran Land Trust - Tel: 998-7971
Maricopa County Parks & Recreation Dept. - Tel: 506-2930
Camelback Mountain Park - 256-3220