We live in that area and I take my kids (preschooler and toddler) on field trips at least once a week. Here are some ideas that come to mind quickly:
SCOTTSDALE
– McCormick Stillman Railroad Park
– Walk and window shop in Old Town, ride the trolley
– Native American Dance near Civic Center Library (Thursdays, I believe – nice park, too)
– McDowell Mountain Preserve Nature Center & Trail
– There’s a nice greenway that runs for many miles, look on a map between Scottadale Road and Hayden Road, great for a stroll
PHOENIX
– Children’s Museum of Phoenix (one of the best in the country)
– Phoenix Zoo (go as soon as they open, lots of shade and misters, not awful in 90’s)
– Desert Botanical Garden (be mindful of weather)
– Hall of Flame Museum (has fire engine to climb on and play area)
– Arizona Science Center (has good stuff for littles, across street from Children’s Museum)
– Greater Arizona Puppet Theater (we go every month, nice garden and park across street)
– Phoenix Art Museum (free on Wed afternoons)
– Rio Salado Audubon Center
MESA
– Arizona Museum for Youth (a children’s museum)
– Natural History Museum (next to AMY, great for littles, has dinos, panning for gold, etc)
TEMPE
– Tempe Beach Park for an evening picnic and stroll, walk down Mill Avenue
– Hike up ‘A’ mountain to tire them out!
Best wishes for an awesome trip! 🙂