It makes me sad to see that so many people are surprised that Phoenix has an art museum, let along a good one. Why wouldn't we have great places where you can just wander around looking at stuff all day in the air-conditioning? Did you think we only offered malls for that?
That being said, the Phoenix Art Museum has really done a nice job of making it interesting for those of us escaping the heat. They have some great installations (the firefly one is a must!) and some amazing paintings by artists that you likely know.
Often, they also showcase some regional collections (cowboy/western exhibit) or offer exhibits featuring some historical AZ reference - currently running is the Frank Lloyd Wright exhibit & Historical AZ photography exhibit. Those are what you keep you coming back.
The sculpture garden is awesome too when the weather is nice. The restaurant onsite also boasts local foods, wines & beers which is an awesome experience for both natives and tourists alike. Most of us from here are clueless to the what AZ can really bring to the table, literally.
The Museum sits on what was once the Phoenix Public Library and Phoenix Children's theater. I have fond memories of the card catalogs and microfilm adventures there after school. And on the weekends, Grandma would bring us the children's theater for a shows put on by The Cookie Company. The best part were the Oreo cookies and carton of milk they handed out after the show (not just a clever name). Some of my favorite memories - thanks for letting me share.