I recently had the pleasure of visiting another Finish Line... season 4's Papago Park!
I retraced the path from the west parking lot to where the finish line was, with the buttes and desert scenery in the background.
The park is a solid location for mountain biking or just exploring on foot (like I did).
As a bonus, one more location you might recognize:

Sun Devil Stadium, now called Mountain America Stadium. Visitors aren't permitted into the upper sections, so I wasn't able to go to the exact location of the clue. Still, it's nice that they offer free entry to the public- certainly not all college stadiums do that.
These places are worth visiting if you ever make a trip out to the Valley of the Sun. Or, even if you just have a long layover at PHX, they're nearby