That is a heck of a big grasshopper, Arabella!
When I lived in NM, there were tarantula hawks, spiders, snakes, scorpions. When I moved to ID I expected it to get better! More mosquitoes, less of everything else.
Well. No more tarantula hawks, just as many snakes, no scorpions. But the spiders here are aggressive! We have hobo spiders, brown recluses, black widows. Hobos will actually chase you. :x And then there's just those little black spiders, like the one in my cottage cheese. >< Still plenty evil, but at least it's not likely to chase me, lol.
I never ran into any snakes or anything too terrifying when we lived in Albuquerque...I can't remember..I know when we moved into our house we found a dead transparent scorpion in the garage. We also found a rather large spider with a bunch of babies on its back near our backyard...that was kind of terrifying but not much else..
what was nice was there weren't any of those pet allergens..we never had any issues with fleas or ticks. No scary flying things like wasps and no cockroaches. (or atleast none in our neighborhood/house)
in Arizona and New Mexico we either suffered from a rollypolly or brown cricket infestation. Which are the least scariest things you can be infested with.