I write and plan a scavenger hunt every year as this is always a favorite women's activity here, we always have a great turn out for this. I change it up every year, usually dividing the teams in groups of 3-5 depending on attendance and if there will be younger girls/teens attending as well.
I have used the A-Z challenge a little differently, where it was more a picture of whatever item I decided, and if it's at a state park, the others around would be glad to help usually (I find those NOT participating always love to help for this sort of thing, they feel like they've been included in the fun) so pictures of toucans or pandas (can be on a shirt or someone's catalog) and work as well. I list everything with various points next to them, usually giving the more difficult items higher points.
I make a list of items they need pictures of (nearly EVERYONE has a digital camera or a camera phone, so this is pretty easy for people to do. Just let the guests know ahead of time to prepare for it) and another list of actual physical items to bring back.
The picture thing is great, because I can say "a picture of someone who looks closest to Pastor, or col. Sanders" or even, "a picture of most of your group making a pyramid, or on the swings set" I usually start every team with a bag to gather the items in and their list an an envelope with the time on the outside saying what time they are expected back, and I also found adding they lose 1-5 points for every minute they are late getting back is very helpful, or some will finish the list and take so much longer than others.
Then I make a third category of "challenges" where some of the ones I have used were they had to find someone to sing them the correct words to the star spangled banner and sign the paper if they did it right, or they had to find coins with the dates and if they did they could mark those years off, each mark was a point (any coins, years, 1939, 1940, 1941...etc, all the way up), or get 25 people to high-five them... use Brownielocks web site to look up what special unique day of the year it is to inform them of that if possible and tie something into that. Last years the one we did was on fitness day or something like that, so they had to tell people that and get some people interested in doing some push-ups with them...
find a couple married the longest to get them to sign your paper, or the most newlywed, whoever gets this gets more points...the biggest yard sign...
Think about how long you want them to be gone, 1 - 1/2 hours is a good amount of time, but don't underestimate how much they can do in this time...it's more than you will think they can do, so write a LOT for them to try and find/accomplish.
I have done these in the mall (where I found out, you cannot take pics, so if you do this ever, check with your local mall) and in cars before gas got so pricey for people.
I always say to them in the directions on the front of the envelope, "you can beg, borrow and plead, but no stealing, and you may not use any of your own money for anything. You may only get ONE item checked off your list from each place/person you go to. The points are just like campaign promises, they don't really mean much, but having said that...play to win!"
Once you start this, you'll see how fun and easy it is to come up with different ideas. I would have loved to show you the ones I did, I had them all saved, but my computer died and took everything I had on it with it (bye bye pics of the kids...bye bye music...bye bye devotions wrote...)