After hawk watching mostly in the east over the past few years, I really love going out west and seeing the raptors that just aren't present on the east coast. I spent part of the last two summers in Arizona, and my favorite raptor to see there is the Zone-tailed Hawk.
Zone-tailed Hawks breed from Northern Mexico into New Mexico, Texas, and Arizona. EBird also shows records in California, Utah, Colorado, and Oklahoma, in addition to a sighting from October of 1976 in Nova Scotia! (This particular bird was present from September 24th through October 4th). Any well-planned birding trip through Texas should include a small detour off I-10 on the "Sheffield Loop," also known as Hwy 290. The Ft. Lancaster Overlook at the Sheffield Rest Area is one of the most famous and well-known areas for Zone-tailed Hawks. Alex and I made a stop here in the summer of 2010, and within 5 minutes of being at the rest stop, Alex spotted a Zone-tailed Hawk! At first, I didn't really believe that it was one; their flight behavior is almost exactly the same as that of a Turkey Vulture, with a strong dihedral and plenty of "rocking" movement. But through the scope, I could clearly see its black and white barred tail (also down the road from here, we found a pair of Scissor-tailed Flycatchers on a nest!).

Zone-tailed Hawk - adult
Frquency of Zone-tailed Hawk Reports
(darker purple=more frequently reported) see
eBird for complete interactive map
Many people are using
eBird lately, so probably the best way to find a Zone-tailed Hawk is to search for recent sightings in the breeding season, go there, and wait it out.
I've only ever photographed one adult Zone-tailed Hawk. Apparently juveniles appear more brownish than adults. Also, juveniles have many light bands on the tail, while adults only have three.
I've only ever seen four Zone-tailed Hawks. One was on the Sheffield Loop in Texas, and that was an adult. While working on the Yellow-billed Cuckoo Project near Cibola NWR, Alex and I saw a juvenile Zone-tailed Hawk. And this past summer in south east Arizona, on our 5 day birding trip, we saw one in the Chiracahuas, and one in Tucson (the one in the pictures below). Both were adults.
Zone-tailed Hawk - adult (molting)
Note 3 white bands on tail, and two-toned underwings with black trailing edge
Zone-tailed Hawk - adult
Note dihendral. At a distance the "two-toned" appearance of the
underwings can appear like that of a Turkey Vulture.