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This is the western Velvet Ant also knows as the Cow Killer. It is actually a female wingless wasp - Dasymutilla bioculata. They are solitary and lack a complex social system among the species. The venom that velvet ants inject through their stinger has an unknown composition. According to one researcher, the painfulness of the sting of Velvet Ant outscored 58 other species of stinging insects tested; the only species this researcher rated as having a more painful sting were the Paraponera clavata (bullet ant) and two other wasps. - Wiki
The Schmidt Pain scale rates these as a 3. The scale only goes to 4. When I was a kid many years ago I attempted to pick one up - the orange and black eastern variant and was promptly rewarded with a glowing, red hot, 3 inch needle shoved deep into my finger. That's how I would describe the pain. INSTANT, HOT, INTENSE, unbelievably painful. Nothing like anything I had yet to experience up to that point in my life. Much worse than a blood blister pinch of any size or any hammer impact. This was so incredibly painful that anyone stung by it will wonder how it could hurt that much. Never touched another... but have seen many.