Carpenter bees have become noticeably more numerous in recent years, probably due to the increased nesting site potential afforded in more prevalent piles of fireplace wood. Females, are most commonly seen and can be startling to unsuspecting observers. They're bluish-black, somewhat larger, more flattened and less fuzzy than bumble bees. Although they're not normally aggressive they will sting if annoyed. 
Males are seclusive, blond to tan in color, somewhat smaller and harmless. Nesting females burrow finger-size holes into dead tree limbs and trunks, fireplace wood, poles or unfinished beams or rafters of buildings to nest. However, they're repelled by paint and most other wood finishes 

Links:
Carpenter bee

Leafcutter Bee

These are the culprits that chew those half-inch circular disks from the leaves of roses, bougainvillea and numerous other landscape plants. These are not consumed but tucked into any convenient small hole, crack or crevice that these small bees can find for a nest site. Unfortunately, there's no recommended control.

Polistes wasp 'Paper Wasp

Polistes wasps can be aggressive and often make nests under eaves of houses where people walk.  Mated queens overwinter in protected places.

Paper wasps hang their paper nests under eaves, in attics, or under tree branches or vines. Nests hang like an open umbrella from a pedicel (stalk) and has open cells that can be seen from beneath the nest. White, legless, grublike larvae sometimes can be seen from below. Paper wasp nests rarely exceed the size of an outstretched hand and populations vary between 15 to 200 individuals. Most species are relatively unaggressive, but they can be a problem when they nest over doorways or in other areas of human activity.

Sand Bee

Many ground-nesting bees are known as digger bees, mining bees, or sand bees. They excavate nests in the ground, leaving small mounds of soil aboveground. They often hide their nest entrances beneath leaf litter or in the grass. All digger bees are solitary, but some nest in dense aggregations. These bees pollinate a variety of plants. They are drab, solitary, and rarely noticed, yet they may be the most abundant wild pollinators in the field.

Links:
Solitary Bees
David Element Digital Video Images Hymenoptera - Mining and Bumble Bees

Scoliid or Scarab-hunter Wasps
The Scoliid or Scarab-hunter Wasps, grey and yellow wasps, are easily mistaken for yellow-jacket wasps (paper wasps).

Scoliid wasp larvae are external parasites of the larvae of scarab beetles. This gives the family its common name, Scarab-hunter Wasps. The female burrows in soil or wood debris in search of beetle larvae. When it finds a larva, the wasp stings and paralyzes it. She then digs around it, forming a small chamber. The wasp then deposits an egg on the host. The wasp larvae feed on the beetle larva and then pupate in the cell-like chamber. 
If disturbed, females can sting painfully. 
Adult Scoliid Wasps visit flowers and feed on nectar.

Southern yellowjacket

Photographer:  Jerry A. Payne, USDA ARS
Southern yellowjacket  Vespula squamosa (Drury)

Description: Workers are about 1/2 inch long, with clear wings. The body is black with yellow characteristic markings on the head, thorax and abdomen. The body is not hairy.

Life Cycle: The colony is initiated by a single queen that survived the winter. The queen is very large and predominately orange, differing from the worker and male wasps in a colony. After feeding on nectar and arthropods in early spring, the queen's ovaries develop and she seeks a nesting site. There she constructs a nest of 20 to 45 cells and produces eggs that hatch into larvae. The queen feeds these larvae nectar and arthropod prey and in about 30 days the first worker wasps emerge from the pupal stage. After the number of worker wasps increase, the queen no longer leaves the nest. Colonies can contain up to 4,000 workers. Late in the summer, workers construct larger reproductive cells in which male and female wasps are produced. After they emerge, they leave the nest, mate. Thereafter, queens seek hibernation sites while males swarm in high numbers over hilltops and vegetation.

Habitat, Food Source(s), Damage: Mouthparts are for chewing. Colonies, constructed out of chewed vegetable fiber that forms paper carton, occur in disturbed habitats such as yards and roadsides. Nests are most often underground, but occasionally are found in wall voids and indoors. In Texas, some colonies can survive for several years and continue to grow. Colonies in Texas and other southern states have been reported that are 6 ft across. In exposed and underground sites, nests are spherical and consists of a number of round combs, attached one below another, and surrounded by a many-layered outer cover. Worker wasps leave the nest and seek protein sources such as live insects and animal carcasses, foraging around picnic tables, garbage cans and other locations. They do not make nor store honey.

Pest Status: Venomous, stinging social insect, that is abundant in urban areas; when nests are disturbed, defending worker wasps can inflict multiple stings; foraging worker wasps may be a nuisance at picnics and other outdoor events.

Source: Texas Cooperative Extensions Service

Links:
Yellowjacket, HYG-2075-97

Tarantula Hawks

The Tarantula Hawk is a large 1-1/2 inch velvety black wasp with yellow-orange wings. 
It depends on the tarantula for its survival. The female tarantula hawk paralyzes the spider with its stinger. Then she quickly digs a large hole. Next, she drags the spider inside. lays an egg, then covers the hole. When the egg hatches, the larva feeds on the spider. When it is full grown, the tarantula hawk feeds on plant nectar.

Tarantula  hawks give a most painful sting. However, they are not aggressive, and you usually need to handle the wasp to get stung.

Arizona Velvet Ant

Velvet ants are actually wasps. Adult females are wingless and can be found
scurrying around dry washes, etc. 
The backs of these insects are covered with brightly colored long hairs.
Red, orange, yellow, white are common colors.

Links:
Velvet Ants DesertUSA

Waisted Wasp

Mud daubers are wasps varying in size from medium to large. 
They are sometimes called thread-waisted wasps. The most familiar aspect of mud daubers is their nest which is made of mud or clay and attached against houses, or under eaves. Cylindrical cells of mud are built side by side until they make a mass that may be the size of a softball. The mud nest is smoothly plastered over the entire outer surface.
The cells are lined with insect larvae or spiders which have been paralyzed by the female’s venom and a single egg is laid in each cell. The larvae feed on the
paralyzed prey. The larvae mature in three weeks and then spin a cocoon but does not pupate until the following spring.  Mud daubers rarely sting and do not defend their nests. They can be eliminated by tearing down their nests. 
Link:
Thread-waisted Wasps Pictures of nests

White Grub Wasp
White grub parasites, usually of the genus Scolia, are solitary wasps. They fly low over lawns in mid- to late summer. They will insert their eggs inside white grubs, which are pests of lawns. The wasp larvae will feed on the grubs as they develop. These wasps are in far less competition with humans. However, they will sting if disturbed.

Source: University of Kentucky