Take route 278, commonly known as Bankhead Hwy (and also Donald Lee Hollowell Boulevard) west from downtown or east from I-285.
OR
Hortense Place is just off of Bankhead Hwy, about equidistant from town and I-285. You will be taking a right onto Hortense if you are coming from town, a left onto Hortense if coming from 285. Here is a Yahoo! Maps link pinpointing the location.
Hint: Be sure to make your turn onto Hortense, which is the street just west of the Auto Zone (if you are coming from downtown, AZ is on the left and Hortense on the right). There is a wooden "Grove Park" sign at the Francis Street/Bankhead Hwy intersection (traffic signal, just east of Hortense) - don't be enticed by this sign to turn onto Francis Street.