Depending on where you are in town, you can get to most of the Front Range Catalina hikes in enough time to go a few miles in and out in the afternoon without losing the light. In fact, the late afternoon light in Pima canyon is awesome. Pima to the first dam should take the average person just under an hour, so it would put you back at the trail head just before or right after sunset.
The same can be said of Finger to Loma Linda, but it would be a bit more of a challenge. It seems like more people who start Finger late stop at that first semi-scenic vista, about 1.6 miles in, so that can always be an option if you don't want to push in any further.
At the same trail head are Pontatoc Ridge and Pontatoc Canyon, both of which can be turned around in under a couple of hours with time to hang out if you're relatively fit. The Ridge trail goes to an old mine and makes an awesome fall hike with great views. The canyon trail is less popular but worth the trip. It actually connects to Ventana via. a route, but you'd probably want to turn back at the "End of Trail" sign to make sunset. If you're not moving quickly enough to do the whole canyon, there are plenty of ridges with views along the way to stop and enjoy.
Further east, Ventana is a great fall hike and you should be able to make it to the "boulders" easily in an afternoon and back out before sunset. If you're moving at a reasonable pace you could definitely make Maiden Pools and back out in a couple of hours, but the spot where you encounter a series of huge boulders in the stream bed and make a hard left provides lots of opportunities to explore and take pics, as well.
Sabino offers a few afternoon challenges, as well. Blackett's ridge can definitely be turned around in an afternoon and will give you amazing sunset and valley views. Esperero, if you're moving, provides a couple of opportunities. Most late starters on Esperero seem to turn around at Mt. Miguel just above Cardiac Gap. This is a mistake, as the evening hues on Geronimo Meadow are amazing. It all depends on how fast you're moving. The Seven Falls hike is always there, as well.
A little further to the east and off of Redington Road is Tanque Verde Falls. The trail is short, but there's a lot to explore down in the canyon bottom.
Out at Saguaro East, the best afternoon hike is, by far, Douglas Spring trail to Bridal Wreath falls. It's not terribly strenuous and takes you through some splendid country to a neat little spot. There are many ways to use the trails in the Cactus Forest to make loops, as well. Check out the Garwood Dam trail and Garwood Dam. You can probably make Hope Camp or the beginnings of Tanque Verde Ridge in an afternoon, as well.
If you're close enough to the Tucsons, then nearly every trail they offer is do-able in an afternoon. There are numerous approaches to Wasson that one could make in a couple of hours and still enjoy the views.
Finally, if you start out early enough, The lower trails on Lemmon and the trails at La Milagrosa and Agua Caliente canyons are within reach in an afternoon. If you live in the northern parts of the city you might be able to make Pusch Peak or even Romero Pools at Catalina in an afternoon, as well. On Lemmon, stick with Babad Do'ag and Soldier, the route at Hairpin, or Molino to maximize your time on the trail. Drive any further up and you might spend more time in the car than hiking; although, I have made Sycamore to the Reservoir and back out with plenty of time to explore in a fall afternoon arriving at Prison Camp at roughly 1645, so it can be done, for sure.
Take a headlamp or something, just-in-case... ;)
...Nick will probably fill-in anything I forgot...
