I have always loved the Phoenix art museum and remember seeing many exhibits there on class field trips! I guess I'm a grown up now, but I still like to go when they put something new up. Right now the front hallway is covered in black paper butterflies, which is so cool! I also still love going into the room with all the twinkling lights and pretending I'm in space (If you ask the museum staff for the twinkling light room they will know what you're talking about!). The art museum was a fun part of my childhood and is still an interesting place to be.
The best times to go are Wednesday nights, when the museum is free, and First Fridays, when the art museum comes to life with the art walk population!