We're a mixed family too. I'm of Filipino descent and my husband is Caucasian. Our 3 kids are obviously a mix too. You didn't say what Asian nationality you are but so often, people don't know what race I am...I've had people think I'm Hawaiian as well as Hispanic but there are quite a few that know I'm Filipino.
We are LDS but I think most people I see on the street don't assume I am since I'm not the blond-hair / blue-eyed stereotype. With that being said...nearly everyone I make eye contact with gives me a SMILE and people have been nothing but friendly and welcoming towards us.
I'm sure your kids are also gorgeous like mine (of course I'm biased

) and my little 3-year old literally stops people dead on their tracks and they tell me and her how cute and adorable she is. This happens almost everyday both in downtown (I seriously lost track of how many people commented about her at the Gateway last week) as well as here in "white bread" Bountiful.
And I really think it's because she doesn't look like all the other toddlers here in Utah so while the kids may "stand out" a bit, it's all in a very good way. So, yes...you will get attention simply because you and your family look different but as long as you have a positive attitude and a smile on your face, people here will be just as warm and welcoming to your family as they have been to ours.
Now...I have to say, coming from Southern California where you AVOID eye contact with strangers, I had to get used to making eye contact AND smiling (instead of looking away as was my habit) when I see people in public. It took a few weeks but now I'm used to it. I'll have to say, it just makes life much more pleasant!
There are more racially diverse areas in Utah than where I live in Bountiful and in Utah County.
In Layton (further north), the Hill Air Force Base brings in quite a few more races...going to the mall up there was like going to a mall in Southern California. It felt more diverse in Sandy as well as of course downtown SLC.
While Bountiful is predominantly white, I have been very impressed by how many "white" families have adopted children from other countries. It's not uncommon to see white parents of a black, Hispanic, or Asian child. Two of the families in our LDS congregation have adopted from different countries. One has adopted a little girl from Guatemala and is awaiting another. Another family adopted a cute little black girl from Pennsylvania but is actually now in Haiti bringing Christmas presents to 2 more kids they are waiting to adopt (but they can't bring them home yet

). Our best friends' neighbor in St. George adopted several kids from Haiti too.