That is a great sighting, coming from someone who has lived in southern Arizona for over twenty years and never seen one. I only went looking once, with a birding friend down in Sycamore Canyon. That is a long hike arrived at by a bumpy dirt road (just west of Nogales, so much further west than where you went). We probably arrived at the trailhead too late so we had little chance. If I really wanted to see one I could consult the updates via Tucson Audubon, but since I am not a birder I don't want to see one that badly.
It is not very common here. It is a semi tropical species that only enters the USA in a few mountain areas in far south Arizona - right near the Mexico border.