J.J.
Phoenix Zoo, Desert Botanical Garden (all desert plants which is really neat), The Colossal Cave and the other cave (name escapes me) down in Tucson area, The Saguaro National Monument is in the Tucson area ( drive or hike through the heavily concentrated area of saguaros), Tombstone, Sedona (they can take Jeep Tours or just go for a hike or shop and there is a Kiwanis park where the kids can just play), The Tonto Natural Bridge just N. of Payson is neat and a good hike, the Montezuma Castle (ancient cliff dwelling ruins) is on the way to Sedona right off of I-17 ( a fairly quick stop, but kinda neat) horseback riding at South Mountain (not sure if they have age requirements). The Heard Museum is a great Southwestern Native American museum, The Science Center downtown is always fun for kids. And the Musical Instrument Museum (MIM) in the N. Valley is cool. Hope that helps. I'd google the different activities and have printouts to give them to look through.