Cave Creek offers great sandstone climbing. Many of the routes here are completely bolted, offering a destination for sport climbers. In addition, though, this area also hosts some excellent trad climbs.
The same ethics apply here as they do for Sam's Throne, though, so see that section for info.
Cave Creek is great in the fall, but also in the winter on good days, because much of it faces in a southerly direction.
It is NOT considered proper to hang permanent draws or chains in this area, especially on already established climbs. It is also STRONGLY discouraged on new lines that go up.
This area is just up the hill from Mt. Judea, AR. The best thing would be to Mapquest that city. If coming from the north, once there, continue following AR-123 south, past a sharp left turn at a gas station. Take the next right, which is still 123. Follow it up about 4-5 miles. There, you will see Sam's Throne on the right. Another 3.4 miles will take you to the drive for Cave Creek on the left. A 4-wheel drive is handy here, or you can park out of the way before the giant mud puddle. Hike down the road and at the open area, head down the hill to the right on a trail.