Velvet Ants

Despite their name, they are not ants they are wasps. They do not bite, they sting. The males and females look drastically different, so I'll just focus on the ones I saw crawling on the ground.
Female Velvet Ants have no wings (males do), and thus end up stuck on the ground. They are very fast little buggers which is why I have no pictures despite seeing them about five times now. The word "velvet" is due to it's fuzzy appearance, like a bristlier version of bumblebee fuzz. Their coloring can be anywhere from yellow to red and many Velvet Ants have black bodies and the fuzz/hair is what's colored; the Cow Killer is different as it has black fuzz as well.
Velvet Ants are about 1/4 - 3/4 of an inch long and have spiney legs (all six of them) and one hinge in their antenna. While the females have stingers they generally avoid attacking, preferring to leave rather than sting. This is good as the female Velvet Ants are known as having extremely painful stings.

This looks like the ones I've seen seeing
Dasymutilla vestita


A note: their are many types of Velvet Ants as it's a type of Family, but the distinctly fuzzy ones are generally in the Dasymutilla Genus.

Here's another Velvet Ant