A very relevant question - but back at you: What is a phenotype?
Classically, this was seed color or shape or some other easily visible and measured quantity. Height, body weight, waist circumference are ones we use in obesity research. Eye color and blood type are other good examples.
Could a phenotype be a disease? Certainly. In this case, mine OMIM for genes associated with diseases. KEGG also has some disease pathways. There is an excellent paper by Zhang, Becker, et al (2010) on 1462 human genes affiliated with disease based on a comparison (and substantiation) of human and mouse phenotypes associated with those genes. They assign genes to 480 different diseases.
Could mRNA levels be a phenotype? You bet, and so we have eQTL - expression quantitative trait loci. There's a BioStar thread on eQTL databases. Or enhancer activity: See Wasserman's excellent paper on prostate cancer and a TP53 (p53) enhancer element altered by the disease-associating SNP. A phenotype could be interaction with a microRNA - see Brest et al.
So, the list of phenotypes goes on. GWAS are a source - one that offers a lot. But you can and should look for phenotype associations in many other places. OMIM is one. The mouse and rat genome data repositories are others.