A.J.
Ok.... If you want to stay in the West Valley there are 3 kid friendly places to go #1 Surprise Stadium (haven't been there BUT have heard it is really nice & fun) #2 Peoria Sports Complex (was there last year, they have food, kiddie slides, games and water fun, usually KMLE Country is there and it is ALOT of fun and very relaxed!) #3 Phoenix International Raceway "PIR" in Avondale (went the year before last....really had a good time they have the kid friendly games and food and most of the time some sort of live music)
If you are looking for anything else there is a web site (I am not sure the exact address) I google Fireworks shows in Phoenix AZ and usually get a lot of sites!
Have a good time and good luck!
~AJ