A far more fan-friendly place for baseball fans is Maryvale Stadium, the site of the Milwaukee Brewers Spring Training facility. It is in the middle of nowhere as Phoenix goes (51^st Ave south of Indian School), but a great, modern place with multiple practice fields. I believe a good portion of Wisconsin was at the park, escaping the cold weather and enjoying their heroes.

The multiple fields, in places like Mesa (Cubs) and Papago Park (A's), results in players walking between facilities, offering a chance for autographs, pictures, handshakes, etc.. Go early and bring lots of sunscreen.