Bearizona in Flagstaff, AZ is supposed to be pretty cool (we're going there in a few weeks...it's about a 3 hour drive from Phoenix).
If you can schedule a tour of the Crockett Honey bottling facility in Tempe, AZ, that was one of our favorite field trips...the owners are so awesome!
Something very simple but fun that we do often is to eat breakfast or lunch at the Hangar Cafe at the Chandler Airport. It is a small airport that has little planes constantly coming and going, and if you eat on their little patio, you can watch the planes...the kids love it!
Hope that helps!