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Pack right.
What you take along when you're packing is every bit as important as what you wear, and could mean the difference between a fantastic experience and a miserably uncomfortable one – or even a life-threatening one. Here's a brief list of some items that are highly recommended. Not all of them are necessary on every hike, but it will give you a place to start your own personal checklist:
Maps and compass, a first aid kit, snake bite kit, pocket knife, matches (inside something waterproof), water bottle, rain gear, an extra coat, purification tablets, a tent and stakes or tarp and sleeping bag if necessary, mosquito repellent, a light source, a cooking source and cooking pan, an axe, rope, extra money, washing gear, sunscreen, toothbrush, razor, toilet paper, shower bag, soap, medications, snacks and food. Check with your hiking partner to avoid any unnecessary duplication of equipment. There are some things you just won't need two of.
Lay out everything you intend to pack in a way that you can actually see all of it. Take a serious look at your equipment and gear. Only take what you need. If you don't absolutely need it (A wine bottle opener? Flashlight for a day hike? Really?) seriously consider not taking it along. Every ounce of your stuff is going on your back – and somehow, it will get heavier as the day progresses. This is particularly true if you are going to higher altitudes, where oxygen is less abundant, and the slope of the climb is more demanding on your body.

Buddy up!
Last, but by no means least, get yourself a hiking partner you trust, and whose company you thoroughly enjoy. Talk over the hiking plan with your buddy, to make sure you're both on the same page. Hiking is a great group activity – for groups of 2, or 20. Your hiking buddy should be at about the same skill and conditioning level you are. Nobody wants to hold anyone up on the trail.
Think about using a walking stick. I'd suggest one of the very lightweight, telescoping types that have an adjustable wrist strap at the top. Walking sticks make good protective devices, should you be confronted by a Gila Monster, rattlesnake or mountain lion. Also, they can reduce your energy expenditure by an appreciable amount. They are also very useful in many emergency situations. Check them out.
Proper planning will ensure that you are free to enjoy your hike, whether it's for a day, or for a week. Now it's time to get out and hike Tucson!