This is a bit of a nitpick, but I think this would improve user-friendlyness.
Currently np.asarray([[1, 2], [2, 3, 4]], dtype=np.float) yields "setting an array element with a sequence."

I think it would be more helpful if it yielded something like "Can't create array from lists. Column length %d of column %d doesn't match column length %d."

I imagine the error bubbles up from somewhere deep in the code and makes perfect sense where it is raised. It is just something that comes up a lot, and a more friendly and / or informative message could be helpful. So maybe we could catch it further up and include more information if possible.