I've been here 9 years and haven't seen one yet, either. Just a few small scorpions. Arizona plants, however, have minds of their own and will leap out and attack you. Just moved to a new house in a somewhat more rural suburb, and everything growing in my front yard is ultra spiny...and hungrily awaiting its chance. :)
Just got a second house. There is some kind of tree in the front that has bayonets for thorns. In AZ if it doesnt bite, sting, stick, poison, cut, or roast it isnt indigenous to Az. It is a harsh environment.