I will add my ringing endorsement of the caches suggested by 9key (not because I own a couple of them) but you are well advised to ignore the north side burbs, Plano McKinney etc if you like the woods and want a real challenge come down on the south or southeast side.
Check out DFWmaps.com for the terrain and aerial photos, this is the best hiking area Dallas has to offer in my mind, (and 9key has some good ones there too, check out Empress of Umphress Woodland Creatures and King of the Hill you could spend two whole days right down there in this neighborhood and just west of there the Boulder Park Loop Series, a beautiful hike, less strenuous but very scenic, on weekdays you will have these areas all to yourself, bring good boots, walk til your hearts content (or beating way too fast) and enjoy!
