Check out your local professional sports team's schedule for an evening game. This is a great family event, and if you go during the evening you can avoid the heat of the day. Also check to see if the team has a special family day when prices are less expensive or kids get in free.
Many cities have outdoor concerts in a local park in the evenings. This is an ideal event at which to have a picnic and enjoy the music. Check with your local parks department or public works agency for what events are scheduled during July, and see if you can get on a mailing list. Most of these events are free, so they make for an inexpensive family outing.
Water parks make a good getaway for the hot month of July. The kids enjoy the water and can stay cool. If you purchase tickets in advance, you can sometimes save money on admissions. If you take a picnic lunch to enjoy outside the park, you can save money on food and have a nice meal and a relaxed family gathering.
Does your city have Little League baseball? Find out and go to some of the evening games. This not only keeps you cool while you are enjoying some fun family time, but also helps your youngsters learn about sports. If your child is involved in Little League, go to some other team's games so your child can "scout" his team's competition.