Any advice from those living in Phoenix and Sedona, AZ - travel?

We’re hoping to travel to AZ (Phoenix and Sedona) with a 2 year old and 6 year old at the end of January. We’re coming from Canada so we’re excited for the sun and heat (lol yes I know it’s winter for you Arizonians but trust me, we’ll be the ones in Tshirts and shorts). Any suggestions on activities and fun places to check out with the kids at this age? Also, dumb question- are there spiders or scorpions outside there? Lol 🤷‍♀️ my 2 yr old son is feral, I have to ask. Any suggestions or advice is appreciated!