Joy,
I had similar concerns before I moved here. :) I mean, it sounds pretty freaky and unnerving to have so many species of poisonous spiders, lizards and snakes, plus scoprions and coyotes and javelinas. People were telling me horrifying stories of paralysis through scorpion stings and cats being carried off by coyotes, as if these things happened daily. What I learned once I moved here is that those people were idiots. ;)

if you're in an urban area these things are like, little to no concern. If you are hiking you should be cautious, particularly at night. But that's just a matter of awareness, not real danger in most cases.

You might see an occasional coyote skulking around the edges of a road at night, but that's maybe once or twice a year. And you're in your car so your biggest concern is not hitting them if they dart in the road. ;)
You're not likely to encounter snakes unless you're hiking. And even then local authorities commonly state that the vast majority of snake bites are from people doing stupid things, like poking a rattlesnake with a stick to see what it would do, or trying to pick one up.

Spider bites are reported to usually happen when you intentionally or accidentally agitate them, such as by sticking your hand right at them in a crevice. Most of them like to hide in dark corners and cubbies, places that aren't easy to see or reach. Again, this isn't as much a worry in urban areas. The advice here is to simply look before you put your hand under a sofa, bookcase, or dark crevice. In other words: if you can't see it, don't reach there.

Scorpions don't really appear in the urban areas, but I've been told that they are quite small and are only a health hazard to very small children, the elderly, and those with serious health issues. For most people the sting is unpleasant but by no means lethal. I've never seen one here, but I'm still in the habit of shaking my shoes before I put them on.

now, if you live a more rural area or near the foothills it is more common for you to encounter these things. People in those areas have said it's best to keep small pets indoors at night to avoid snakes and coyotes. And they'll take measures to prevent spiders and scorpions from entering gaps in the windows and doors.

However, if you're anywhere in the central city of Tucson it's very rare you'll encounter any of those threats. And I think you mentioned not having a car in an earlier thread, so you'll definitely need to be in the central area. Honestly, my biggest problem has been pigeons, occasional cockroaches and far too many moths. Mostly moths. Huge creepy pupae-making moth problem in my complex. But apparently that's rare as well because no one else I've asked has that problem.