This is an older thread, but I thought I'd reply since no one else did, and the OP may still be around.

I don't keep one as a pet, but they are common here in NM. They tend to show up after a rain - even in the house. I leave them alone, but do get them out of our living space. I'm pretty sure the dogs have been squirted, but never seen ill effects.

Saw my first one after just having moved here, and knew nothing about them. Looked at the time to be about the size of a lobster - of course, took it for a deadly scorpion, and I was expecting to be hunted down and killed.

They are very pretty.