Hi Hazel,
There is the Old Yuma Territorial Prison just on the west side. Kind of interesting. As Lorna mentioned Algodones, Mexico is on the way west. There is some boon docking available just off the Interstate but it is a short drive to the border. Parking is available. Cost was $3/car but don't know what an RV would cost. You can walk across the border easily. It's the town I mentioned earlier in a message with lots of "stuff" for sale. Much more interesting than Agua Prieta.
Just west of Yuma is the Sand Dunes. There are acres and acres of sand that make it look more like the Sahara. Lots of RV's there as it is a huge area for ATV's. It is also very close to the border so you will see Border Patrol quite often. The kids might like to stop for a little while and compare the difference of that sand to Florida's Emerald Coast and White Sands.
Not sure if any of the forum members that live in Yuma are at home. If so perhaps they can give you additional suggestions.
I must say, reading your blog, you certainly have an uncanny knack of finding some real jewels in our country. The way you have been able to interact with complete strangers certainly has enhanced your trip and, hopefully, made you some good friends. Maybe the next time we travel across the country we should have you tag along!!! ;D ;D
Once you have passed the sand dunes you might want to consider a trip north to Anza Borrego State Park. Borrego Springs is a little town in the middle of this park. There are a couple of campgrounds and also some boon docking areas. I think you might enjoy the area but getting off road will be difficult with your rig. Unfortunately I don't think you could make the trip to Font's Point which is quite spectacular. You would also have to keep a really close watch on the kids as it is possible to take one step too far at the cliffs.
There is a neat ride up S22 west out of Borrego Springs that climbs over 3000'. Spectacular view over the valley. You would have to drive to the top and turn around to see it all. Downhill is on the outside of the cliff. Be sure to use lower gears coming down!!! There are a few pull offs on the down side.
I hope others will give you some good suggestions.