The most important tools you will need to get started are a shovel, a good pick, a wheel barrow, and a screen (see photo). The screen can be picked up at any hardware store and should be affixed to a square frame made of two by fours. The screen openings should be small enough to separate the larger rock from the dirt. Build a sturdy one, as it will get much abuse, and large enough to fit over your wheel barrow. Just as important are leather gloves, a hat, sun block and drink plenty of water!
Go easy! Rest frequently. Digging a hole can actually be a pleasant and rewarding experience if you pace yourself. In the Tucson Mountains there is a lot of rock. Designate a place on your property where you can dump the rock and have it hauled away.
As you can see, I am working around most of the natural vegetation which includes ocotillo, prickly pear and creosote. Be careful digging around these older plants so as to avoid disturbing their roots. I lost the two ocotillos in the background and attribute it to root damage and too much water from my soon to be installed water drip irrigation.