From the Red Hills visitor center in the West District of the park, follow Kinney Road to the north until you see the signs for Bajada Loop Drive.
Bajada Loop Drive is an amazing part of Saguaro NP. For some more rugged terrain, try the Hugh Norris trail, or for easier, but no less spectacular locations, try the Valley View or Signal Hill trails. For sunset silhouettes, just about anywhere on the drive will work. Spring may be the best time of year, but anytime other than summer will be pleasant.