State fair is going on right now, if you are into that. The Arizona Science Center is right next to Pizzeria Bianco, so you could walk on over. If your cousins have a library card, you can probably check out a culture pass and get in for free.
Other than that, there is the usual, NBA game, random museums along the Central corridor. Without a car, you wont see the best Arizona has to offer, since it is all outside of the city.