Some choice ideas for summer include: white-water rafting in the Grand Canyon (a multi-day trip); a Phoenix resort with its own water park; rafting day-trip in Taos New Mexico; "Family Archeology Weeks" in Crow Canyon, Arizona; a lakefront resort just outside Las Vegas...
Houseboating on Lake Powell or Lake Mead is a popular idea -- really popular; expect plenty of company in summer.
- See these and more Southwest Vacation Ideas for Families
(One thing you probably won't do in summer is visit an Arizona dude ranch: many close in May and re-open in fall, when the heat's died down.)
- continue to Rocky Mountain States