Are you insane? Like where? Out in the suburbs somewhere? Just what Phoenix needs, another excuse to sprawl. Once the Jackson St District gets going, we'll have something very comparable to Denvers LoDo and you (and everyone else) will be glad both the Suns and D'backs are downtown.
I too hate the big white paint squares, they look horrid. What I'd actually like to see is the roof (or at least those two middle sections, which are always exposed to the sky) covered in photovoltaic cells. That would probably be too expensive though. A copper roof would look amazing (if they kept it copper or let it rust and turn to turquoise, either way).
Also, I've always thought it would be awesome if they replaced the outfield panel ads with just glass. It would make the stadium feel a lot more open, even when the roofs open (the windows would still be able to open/close), and you'd have cool views towards downtown.
EDIT: Also, another improvement I'd like to see made to the stadium (which I think could actually be done somewhat easily) is a redo of the north side. There's a very seldom used plaza that faces north and a small parking lot. I'd like to see that are converted into 2 stories of retail/restaurants (think Sliders) that faces North towards Jefferson. The stadium does a good job of interacting with the street on the West side, with the plaza, and can't really on the South and East sides (with the bridge and railroad tracks), so I'd like to see that north side become used more often. Sadly, the Garage Mahal sits across from it, choking off 2 sections of downtown from each other and making turning Jefferson into a walkable area difficult, but hopefully someday that beast will be knocked down.