I visited Tucson for business in December and rather than golf, I rented a road bike from Probike Tucson (great guys) and did a 56-mile loop they suggested, which included the Saguaro National Park loop. Awesome scenery and the weather in December was ideal for cycling. You are right about Tucson being bike-friendly... as I rode through the city I marvelled at the bike lanes on almost every street, and drivers that were aware and courteous to me as a cyclist.
So, find a group if you want some friends and motivation but don't hesistate to get out there and just ride!!