I had one hitch a ride in the cuff of my pants once. we were just south of the Southern Ute reservation getting dirt and I picked it up there in the middle of a piñon forest. I've seen them fight desert centipedes. My uncle was sitting in his living room one night and was stung several times by one that got inside his shirt. Our elevation is lower than yours and the climate is dryer which is beneficial to the nasty little buggers. We also have tarantulas. I didn't know that until I had one show up on my porch and i was in my 30's.
I grew up with my parents always cautioning me to "shake out my shoes" before putting them on and never to put my hand in anything without looking first. Along with never play in an arroyo and stay away from large bushes and rocks (rattle snakes). Oh and don't whistle at night. It attracts ch'į́įdii (bad spirits). Finally, stay away from Bernalillo (according to my grandmother) there's witches there. ?