The below list is comprised of places in Tucson, AZ, but you can easily take these ideas and tailor them to wherever you live. For example, I've listed Breakers Waterpark below, but if you live outside of Tucson, search for a waterpark near you. For some of these activities (like the zoo), you'd need to do them bright and early to beat the intense heat, or wait to partake on a cloudy pre-monsoon day. Here's a list of places we've visited, including a few that are still on our to-do list.
Simply Google any of the above activities for further information, such as hours and events.
Also, check out these two websites for ongoing Tucson events, Visit Tucson and Arizona Families.
Please leave me a comment if you frequent any other fun places for kids that I haven't listed. We're always looking for new and exciting places to explore!