Well I had no clue there was rock climbing at the McDowell Mountain Preserve.
This area is known as Sven Slab and hosts a bunch of routes; Primarily 5.6 - 5.11c. All are granite face sport routes except for some other areas which are strictly trad climbiing - Tom's Thumb (see pic).
This area is essentially on the north side of the Preserve and can be acessed through the Troon North residential neighborhood in North Scottsdale. Approximatley 115th Street and Alameda Road.