Here are two handy references:
arizonaguide.com and azcentral.com
Since it is a bit toasty, most people head up north to escape the heat. Don't know if you are tied to Scottsdale area (though it sounds like you are based on accommodations). Going under that assumption, here is what I recommend:
-Day trip to Sedona (Slide Rock State Park)
-Visit one of the City of Chandler Water parks
-Try Big Surf in Scottsdale
-Scottsdale does have a drive-in (McKellips and Hayden), which might be fun if it is not too hot for you (even at nite it could easily be 100 deg. F at 10PM)