There are overnight facilities at the Suikerbosrand reserve. The jhb hiking club is a great place to start as well - they have their own stretch of "wilderness" in the Magaliesburg area.
Also try footprint hiking club www.footprint.co.za
Despite posting on this thread before, I just read this thread title as "Good Hijacking Locations - Gauteng", and I was like wtf? I didnt post in this thread when I saw the arrow next to the title. Lucklily I read it again