E.M.
Come to Arizona! You can take a train up to see the Grand Canyon and stay at the historic lodge up there, take a hike or mule ride into the canyon, go fishing if you are into that. Then you can spend a day or two in Sedona- Slide Rock would be a BLAST with your twins, then maybe hit the Children's Museum, Science Center, and/or Phoenix Zoo in Phoenix before you leave.
ETA: Phoenix is hot, Northern AZ, where the Grand Canyon is, will be much less so! Look at temps around Flagstaff to get an idea.