Dust devils tend to prefer this region but they can happen anywhere! The science behind them is pretty straight forward. With some aspects not very clear. But basically take a rising thermal. Steep lapse rates near the ground, lots of insolation, heat warming the ground. This thermal rises rapidly causing convergence near the ground. Somehow spin is obtained. Not sure how. Usually the winds have to be light and variable. But again I dont know the exact ingredients.

Caught it out of the corner of my eye, before the guy I was with pointed it out. I quickly ran to the car and grabbed my still camera. Luckly the body I shoot with has video too. I ran after it. At first it wasnt moving to fast but it quickly gained strength and speed.
Below are some stills I got before switching over to video!

You can see the inflow jet on this one.