I just got back from Phoenix for work. I can't recommend any good museums and sights, but I can recommend an awesome restaurant for kids: Rustler's Rooste. (
http://www.rustlersrooste.com/)
My first thought going in there was that my 5-year-old would love this place!!
They have a an indoor waterfall, a slide from the top floor into the dining room, and a live cow outside. Plus amazing views of the city. The food was fine (not great, but certainly not bad), but my kid would have gone bonkers there.
Have a good trip!