Quite, your kids will be fine, however the culture shock is REALLY severe for us adults. We've adapted well but honestly being back in NY for a week last month there are things I will always miss.
Schools, I don't believe any of us use the traditional public school system right now, there is a large homeschooling community, great charters and private schools. Rio Rancho is better than ABQ, but NM is general is seriously lacking in the school department. There is any and every kind of preschool program you could want.
There are indoor activities for the heat, but you do adjust to the heat, after all it is a dry heat
not the sticky humid stuff of the northeast.
Have you only visited once? For how long, how long has your SO lived here. It truely is a very different way of life.