Various moths.

A male Black Witch moth. This is the largest moth species in North America and there
is a lot of folklore associated with it - most of it not very cheerful. If someone in your house
is ill when a Black Witch moth shows up, for example, that person will supposedly die.
On the plus side, if one lands above the door to your house, you're supposed to win the lottery.
This guy was above the door to my house, but I bought a ticket and didn't win a dime.
I think my moth was defective.

A velvet ant.

A Green Stink Bug (aka Soldier Bug or Shield Bug).

Palo Verde beetles (aka Palo Verde Borers, Palo Verde Pinchers).
Some really large specimens can get up to six inches long. They look
a bit like giant cockroaches and as an added bonus, they fly.