Since I work this weekend, here's a little help for some others:
The McDowell Sonoran Preserve (no Geocaching allowed) is only a very small part of the McDowell Mountains.
Here's the Scottsdale website:
http://www.scottsdaleaz.gov/preserve/currenttopics.asp
Here's the official map:
http://www.scottsdaleaz.gov/preserve/pdf/overview.pdf
Most is actually a part of the Maricopa County Park System.
Here's their map (it's part topo):
http://www.maricopa.gov/parks/mcdowell/pdf/McDowell_color.pdf
Plan your entrance accordingly, but there is a standard county park $5.00 admission fee. This park has famous mountain bike trails. It could be a bonus if you pack the Trek (like Lance).
Good luck. Hope this helps!!