Archaeology determined that Native Americans didn't permanently reside in these mountains, but came here to hunt, gather, and perform ceremonies. Evidence that they came here is found in rock art (petroglyphs). http://azruins.com/petroglyphs-in-south-mountain-part-ii/
The ancient inhabitants (circa AD 450-145) are referred to as "The Hohokam" which roughly translates as "those who have gone."