Like SoMDGirl said, the boneyard at Davis-Monthan is pretty interesting.
I still own a property that is technically in the Tombstone school district (about 14 miles out of Tombstone proper), but funny enough have never visited that town.
Bisbee is interesting, they have some cool restaurants and bars and a couple dinner-theater attractions. And of course the Copper Queen mine, which has tours.
And on the way towards either of those locations you will pass the Kartchner Caverns, a living cave system which is not something you can find many places stateside.
A few years ago I would have suggested a visit the Mexican side of Nogales to eat at La Roca, a world famous restaurant built into a cave. But that areas is not the safest or kid-friendliest if you have family along. If your a single man with an adventurous streak, have at it.
If you have a CAC or military ID you can get on Ft. Huachuca, which is pretty old for a western military outpost and has a nice little museum that is free.
Don't let the distances put you off, most of this stuff is 75 miles or so away from Tucson, but the speed limit is 75 on that highway, and even the 18 wheelers in the slow lane are doing 80+, so you will get there in no time.
And if you find yourself at a hole in the wall Mexican restaurant do yourself a favor and order a California burrito (AKA San Diego style California burrito, not like what most of the rest of the country calls a California burrito). They usually have roasted potatoes or french-fries in them, along with carne asada, pico de gallo, and either a guacamole or nice chile Colorado sauce.
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