Ohh I grew up in Az, for me thats normal, the coyotes come down too and you do have to watch small children who play outside there, depending on exactly where you are, your local news will be good about telling you those things really. I have lots of pics of mt. lions that had come into my yard, and coyote, and javelina.... heck, we have even eaten javelina. I got to look through pics now..hehehe.
Just keep all trash out of thier reach, animal food bowls and stuff inside, dont give them much of a reason to hang around you know?