My normal too-hot-to-be-out activity is going to the library but the poor library is suffering from this heat wave, too--every time we try to go, it is closed due to the heat as their central air hasn't been working properly.
We have spent far too much time at McDonald's taking advantage of their Playland.
On a good note, we have been going to the pool at the Y about every other day--the day campers are in the pool when I pick S up from his school's camp program and they are a bit too rowdy for the Littles but S and I have been swimming. Great exercise for me and S gets to practice his skills. The Littles have been going to the child care room and they are tired when I pick them up so they are getting to run run run and play with all the different toys there.
Sometimes we go to the store and walk around. Its cool inside and we get to look at things but the temptation to buy stuff isn't that great :p
What things are getting you out of the house yet let you stay cool? I'm running out of cheap ideas!