I'd have to say this is one of my favorite airports to connect though. I've never been delayed and the food selection during layovers is decent - I recommend the burrito place. I enjoy the free wifi a lot too.
There is a shuttle that goes to the metro that will take your downtown. It's easy to use and cheap. I highly recommend it.
That being said, when you are flying out of PHX - give yourself LOTS of time if you have a rental car to return. Like 2 hours to park the car at the rental place, get on the shuttle, and get over to the terminal. I didn't give myself enough time and missed the cut off for my flight by like ten minutes and wound up with a PHX-LAS-CLT-IND red eye instead of my PHX-IND flight that I was supposed to be on. i'm still bitter about it.