There has been much publicity about monarch butterflies and European honey bees survival and protection. Just as importantly, there are many native bees and pollinators which need habitat protection.
To help you on your way, it's good to know a couple of things about native bees.
80% of native bees...
live in the ground! That's why some of our xeriscapes don't use mulch—it's easier for native bees to dig their homes in bare ground. Solitary bees dig single holes while sweat bees tend to dig colony holes. Our bumblebees tend to reuse vacant small critter holes.
Milkweeds for butterflies
We have many native milkweeds which can be planted to attract all species of butterflies. Here is a Swallowtail butterfly on Asclepias tuberosa.
Moths and flies are not mentioned as much but are also very important pollinators of many plants. The Sphinx Moth pollinates the Desert Evening Primrose.
If you're after hummingbirds, reddish-orange flowering plants are among their favorites. In the top left-hand corner is Firecracker Penstemon. To its right, Honeysuckle trained across a fence. In the lower left-hand corner is Texas Red Yucca. In the bottom right, Zauschneria is another great orange, trumpeted perennial.
Here is an article on how to identify native bumblebees:
A wonderful guide to Bumble Bees of the Western United States: https://pollinator.org/assets/generalFiles/BumbleBee.GuideWestern.FINAL.pdf.
Here is an interesting article on which plants bees visit most often (study was based in Utah): http://www.xerces.org/wp-content/uploads/2010/01/utah-gardening-for-bees.pdf.
Here is a more technical article on pollinator behavior in the intermountain west: http://www.xerces.org/wp-content/uploads/2011/02/nrcstechnote_plantsintermtnwest.pdf.