Although more labor-intensive than purchasing materials, materials collected in the field can be more effective for achieving restoration goals than commercially available materials [1]. Transplanting in the fall is a good time as plants should be in robust condition after summer monsoons and the soil is not too hot (but temperatures are still warm enough to encourage root growth). However many trees that go dormant in the winter are best transplanted then. Keep in mind that pretreatments after transplanting (such as soaking tree cuttings) [2] might be necessary for transplanting success.
There are laws in place to protect wild and rare native plants in Arizona. Do not collect materials without landowner permission or proper permits, and know the rules pertaining to seed collection and transfer.