We have them down here too. Never realized they changed color also till I started messing with them. Cool little guys...
dryfly,
yours appears to be a roundtail horned lizard from what I can see in your pics.
Anyone interested, there's a decent book or two by Wade C. Sherbrooke.
2003 version
1981 version that I have:
loads of info on the critters.
The desert is a true treasure for him who seeks refuge from men and the evil of men. In it is contentment In it is death and all you seek (Quoted from "The Bleeding of the Stone" Ibrahim Al-Koni)