We go to Yuma 2-3 times a year.. Some of the best Jet skiing to be had on the lower Colorado River prolly about 20 min North. You can go camp there or stay in town at night.
Lots to do at the River.

Speaking of wich, if you're one of the many young and single types stationed there or nearby, try to sneak out for a trip to Havasu during spring break.
Something you may want to do, around March when you'll be there, and can probabley get away to do easier - NAS El Centro is a short drive along the border into CA, the off-season/winter training base for the Navy's Blue Angles team, and every March they kick off their season with a top-notch air show. If you've seen the Blue Angles before like I have, this is my favorite show to see them, even repeatedly. You can tell it's more and longer than any other show/demo they do all year, I suspect because it's dedicated to their devoted and suportive family and friends in attendance.
Mark Twain wrote about Yuma:
Thankfuly for the OP, he'll be there during the prime for the region's spring weather - it may get cold at night, but he'll be spared from the blistering heat.