We visited Moab in late June and early July. The temperature topped out at over 110 every day we were there. So some scheming had to be done to make hiking and exploring more comfortable. We set a routine that worked out perfectly: wake up as early as possible to try a longer hike, head back to town for lunch, a shower, and an afternoon nap. Head back out to Arches for an early evening hike. Even by 6 pm, the heat of the desert starts to feel manageable. The dry air of the desert means that once the sun fades, temperatures are surprisingly comfortable. After a larger lunch, we were able to pack lighter snacks or picnic meals for sunset.
Park Avenue in Arches (an out and back of 2 miles) was one hike we enjoyed in the late afternoon. The hike is the first one in the park and both ends of the hike cross the main road. We parked at the end of the hike further away from the park entrance so that we could do all of the climbing on the first leg and enjoy only downhill hiking on the return trip. Truth be told, the climbing at the end is really brief and isn't necessary. You could turn around at the bottom of the stairs and not miss much. (If you're like me, your pride would never let you make this choice).
The hike wanders over slick rock with views of towering formations on all sides (the area is called Park Avenue because the tall formations are like skyscrapers). In the desert, there aren't trees to carry blazes or mark trails. Instead, you'll follow cairns across the sand and slick rock trail. You're likely to find yourself grinning this entire hike, especially if you remember that scenes from Indiana Jones have been filmed here.
Pro Tip: When I say I early, I mean early. Not 8 am, not 7 am, not even 6 am. We were up most mornings by 5 am, and some mornings we were on the road by then. I know, I know. It's vacation and that's painfully early. But you know what's really painful? Heat stroke. An added bonus to waking up ridiculously early is that no matter where you go, the trails will be less crowded if you head out that early. And desert sunrises are breathtaking.