I can't help you with running locations. I'm one of those people who who lived the saying that a runner is one injury away from becoming a cyclist.

...the former Squaw Peak, has been one of my faves for years. It's God's Own StairMaster and I made a practice to avoid weekends, as it's too crowded. But great for the vertical challenge, if your knees are up to it.

Many other options at South Mountain and in the north Scottsdale area (McDowell Mtn. Preserve).  

Take plenty of water and have fun!