Things to do when it's hot. A running list.
Visit the Phoenix Art Museum - 1625 N Central Ave, Phoenix - http://www.phxart.org/visit/hours_admission_location - Not just an art museum, also a giant air conditioned space that isn't your home. Free every Wednesday, First Friday, and, for Bank of America customers, the first weekend of the month. PhxArt isn't the biggest art museum ever, but it still takes a couple hours to walk through the entirety of the museum; longer if you actually stop to examine the placards or ponder the meaning of the blue square on white canvas. Kidding, it's an oval.
Get coffee and loaf at Lux (or your local variant). I used to live a half mile from Lux and went there on a daily (sometimes twice daily) basis. There's a strong love/hate relationship between people and Lux and there's not much in between. There's the set who thinks that Lux is the absolute worst. Be it the presence of the Phoenix hipster set, lots of devices made by Apple, or the unstructured-but-highly-regimented ordering, they just can't stand the idea of going to Lux. Then there's the set who thinks it's the best thing since their iPhone (see what I did there, stereotyping the Lux crowd...). I can't really say one opinion is more valid than the other, but I can say that if you write it off without visiting, trying their goods, and hanging out for a while, then you're dumb. Yup. Dumb. Lux has amazing baked goods, great chai, and unbeatable people watching.
But this isn't just an ad for Lux; instead Lux is a metaphor for your favorite local café. The reason I went so often was that I could go pay $2 for a great coffee and then sit around using their internet or chairs for as long as I wanted. When I just wanted to read a book, that's where I went. Even though I never talked to anyone, I felt like I was socializing from being around people. Recreate this at any coffee shop with comfortable seats. Some ideas: Cartel in Tempe or Scottsdale, Echo in Scottsdale, Giant/Lola/Citizen in Phoenix, Starbucks at Kierland or on Lincoln and 24th.
Go to the library. Did you know that there are multiple places in the city where you can go and read anything they have, taking it home with you when necessary, they have CDs and DVDs, there's internet access, and it's all free??? Yea, crazy right! While this is somewhat less social than a coffee shop--there's that whole 'no talking in the library' thing--there is the upside of more reading material. The Scottsdale Civic Center library even has its own café!
Go to the gym. Probably sounds condescending, but when you think about it this is a pretty obvious option - you're probably already paying for it, it's air conditioned, and you're a better person for going. I'm a member at LA Fitness, with my $25 monthly fee I can do yoga like ten times a week, take multiple spin/step/zumba classes, play racquetball or basketball, swim, bike, run, lift. Why i don't do this more, I don't know. There are tons of low cost gyms and/or city facilities, so no excuses.
Suck it up and go outside. Not a great option for a date or anything, but once the sun starts setting the weather outside is perfectly manageable. You'll sweat, but I'm pretty sure sweating counts as a workout in-and-of itself. Sand volleyball is a hot activity on summer evenings (pun sort of intended), and there's no reason not to play tennis, ultimate Frisbee, bbq, run, bike, or whatever strikes you. Just stay hydrated and know your limits.
More ideas at the bluntly named http://summerinaz.com/