Fun Things to Do in the Phoenix Area.

Phoenix Zoo
Phoenix Children's Museum
Arizona Science Center
With a 3.5 year old boy, the Arizona Natural History Museum in Mesa is really fun, quite small but they have dinos and lots of hands-on exhibits. In May it will be 100 or just over, so plan on lots of hydration!!
The McCormick and Stillman Railroad Park is a MUST with a little boy.
Oh, and definitely Rawhide!!! They have a whole wild west town and a great family restaurant, so that could be a great day activity ending in dinner for your anniversary!!

In addition to what is listed you might also consider:

Saguaro National Park, south of Phoenix.

Next to the Zoo is the Botanical Center, loaded with gorgeous desert beauty! It's really stunning.

If the water parks aren't open, consider going to a hotel water park. Kids love those!

Rustler's Roost is a famous Phoenix restaurant, up on a hill with a stunning valley view, a slide for the kids to take down to the restaurant, a free C&W band with dancing, and rattlesnake on the menu. The food is so-so, but the atmosphere great!

The Phoenix Zoo is really nice, not too big but well run and fun for kids of all ages (even my teenagers liked it, GASP! just this past November.) Try tripadvisor.com for more ideas :-)

We have family in AZ and we use showup.com. It lists everything that is happening in the Phoenix area.