After attending a few games at Salt River Field and Scottsdale Municipal I was very impressed with the Surprise Stadium. It had a very small, intimate spring training feel. The layout and style is very cool. There is shade if you sit in the lower box closer to the infield.
Worth checking out if your team is playing out here... the downside is its FAR away from central Phoenix and Scottsdale. Also, the concessions areas are packed and not much room.