Generally, we have very few bugs. When the saguaros bloom we get our gnats but that won't be til later. You can still be getting snow on the North Rim in May, so be prepared! Sky Islands in the southern part of the state and any mountain area can see snow storms in March for sure. Right now, as I'm sure you've been reading, we are unseasonably warm and dry. So, yes, any type of weather throughout the state. Can't imagine any use for mosquito net. Depending on your daily miles, you may be able to hike over high points, sleep low and not need winter gear til you get north. But, if you'll be up in the Rincons, Santa Catalina, Miller for the night, it could be downright nippy!