Hey, I just moved from Pensacola and there are a few private schools in the area, although I don't know what grades they have. Here is the list from yellowpages.com:
EAST HILL CHRISTIAN SCHOOL
1301 E GADSDEN ST, PENSACOLA, FL 32501
Phone: (850) 435-7741
EASTHILL CHRISTIAN SCHOOL
9567 CHANDLER ST, PENSACOLA, FL 32534
Phone: (850) 476-2300
ESCAMBIA CHRISTIAN SCHOOL
3311 W MORENO ST, PENSACOLA, FL 32505
Phone: (850) 433-8476
ST MICHAEL INTERPAROCHIAL SCHOOL
601 N PALAFOX ST, PENSACOLA, FL 32501
Phone: (850) 436-6464
TEMPLE CHRISTIAN SCHOOL
398 N NAVY BLVD, PENSACOLA, FL 32507
Phone: (850) 456-0417
And there's also a Pensacola Christian School. My kids aren't in school yet, so I don't know anything else about these schools. Hope this helps. Can't wait to meet your wife on here!