There's fantastic art to be seen here! Everything about this museum is great -- from the literal walls (architecture) to the art within them!
I'm partial to tours, personally. I like to know a little more than the title and artist which can be read on the plaques. It helps me to hear some background about a piece to generate more curiosity about the work. I strongly recommend spending a little time exploring their website before you go to read up on the pieces. It really gives your appreciation of the art a whole different perspective.
The films and lectures are interesting -- learned a lot about Ansel Adams, for example. I especially enjoyed the Cezanne exhibition. Some of my favorites from the "regulars" are the Philip Curtis room and the conceptual work: Guillotine of Sunlight. Of course, everyone loves Yayoi Kusama's fantastic installation!
It's only $10 admission to begin with, but the admission fee is waived for a donation on First Fridays from 6-10 pm and Wednesdays from 3-9 pm. And, those days they're open "late," otherwise, they close kinda early (5 p .m.)
Or, just join (I think it's $75) and support culture in Phoenix!