Hi, I live in Snowflake, have been here for almost 8 years. We also moved up here from the "valley". We haven't regretted it for a minute. Being out by the Concho area is very secluded. It will be very different from Phx.
We have four children 11, 10, 8, & 7. We also homeschool. You'll find that a lot of people homeschool around this area. There are a few support groups, but you really have to look for them.
There is a dance studio in town. It is called "Raising the Barre". My kids take dance and tumbling there. They teach ballet, jazz, ballroom, hip hop, and tumbling. I'm sure there are more classes than that, but those are the ones off the top of my head. They also do a musical production every year. This year they did "Seussical Jr."
Also, keep in touch with Town Hall for their various parks and recs activities. There are all sorts of sports, baseball (girls and boys), soccer(girls and boys), basketball (girls and boys), and football (boys). For the girls there is also "cheer camp" the high school cheer squad puts that on every summer. And the pool offers swim lessons.
As for other organized activities there are few. Keep in touch with the local school district, everything is advertised through them.
Here's wishing you luck on your NorthEastern AZ journey.
P.S. Did anyone warn you about the wind?