There are literally thousands of miles that can be hiked in the vast areas of Anza-Borrego Desert State Park. The most popular hike in the park is Borrego Palm Canyon, easily accessible from the park's Palm Canyon Campground. The state park visitor center is a good place to get detailed information about other places to hike.
If you are looking for a hiking guide book, Hiking Anza-Borrego volumes 1 & 2, by Borregan, Robin Halford, is an excellent choice. It is widely available in local stores throughout Borrego Springs.
Guided hikes are a good option if you want to venture further into the desert but want to go in a group. Guided hikes are offered by the organizations listed below. Many are free, some may have a fee. Check their websites for schedules and other information.
Anza-Borrego Desert Natural History Association - www.abdnha.org
Anza-Borrego Foundation & Institute - www.theabf.org
Anza-Borrego Desert State Park - www.abdsp.org
Additional hiking information - www.borregohiking.com