While the male cicada's constant, almost deafening buzzing is annoying (some say it is the loudest of all insects), they are generally considered neutral or even beneficial insects. As nymphs, they spend the majority of their lives underground feeding on roots. When they emerge, they climb up nearby surfaces, such as tree trunks, and shed their exoskeleton. Here is an example taken from my backyard in Maricopa, AZ:
As can be seen, the exoskeleton was split near the head, from which the cicada emerged. The males use their song to attract females, who ultimately lay their eggs in small slits cut into tender new growth of trees (especially Mesquites). Here is one such case on my mesquite tree:
|Mesquite Tip Killed By Cicada Eggs|
There are dozens of cicadas native to the USA, and several are native to Arizona. From what I've read, the Diceroprocta Semicincta is the most common in the low deserts of south central Arizona.
If this posting has piqued your interest, you make take note of this site that I found while researching this post: Cicada Mania.
One last note - the Cicada exoskeleton picture above is posted in full-size on Nature's Archive in the "Nature Up Close" section.