I've not had the saguaro fruit yet, but have heard that it's great. Never had tumbleweeds. Didn't even know about eating them, but it makes sense to get them when they're young. We have a lot of purslane in our yard. And the amaranth is supposed to be good, but wifey is allergic.
One of my favorite snacks are the fruit from the barrel cactus. I don't know that much about the food sources available though... not nearly what I should.