When I lived there it amazed me how many lakes there were in the desert.
My favorites were:
Bartlett (
http://www.bartlettlake.com/intro.html) was nice when it was full.
Saguaro (
http://www.go-arizona.com/Saguaro-Lake) is nice in the winter and in the mornings. It can get crowded.
Canyon Lake (
http://www.go-arizona.com/Canyon-Lake) was where we went most often.
Apache Lake (
http://www.go-arizona.com/Apache-Lake) is great for weekend or weeklong trips for camping and hanging out. Just be prepared for the drive out there. The one lane road that descends into the canyon is steep and can be scary. It is what helps keep Apache nice and secluded.
Hope this helps.