Whatbird.com

Your bird is a juvenile Cooper's Hawk. Notice the broad vertical stripes on the chest and stomach, as well as the relatively large head.  

Loggerhead Shrikes are year-round residents in Arizona, the Northern Shrike though would be a very rare winter visitor. Though this isn't the best of pictures to determine which shrike this is, going by the fairly broad mask and the range of this species, I'd say a Loggerhead Shrike.  

The best way to watch birds is to put up bird feeders. I suggest you steer clear from the cheap mixed bird food, as most birds generally avoid that. Put out black-oil sunflower seeds and you'll get a great variety of birds.  You might also want to set up a bird bath or fountain, as birds are really drawn to water, especially running water. ...

I'd just like to point out that this isn't a juvenile, but rather an immature or second-year adult. The juvenile Reddish Egret is a brownish-gray color, while this bird has the typical adult plumage, but doesn't have yet the pink-based bill of older adults. 

Audubon Magazine is, in my opinion, the best birding magazine. It's a fantastic magazine regardless of the fact that it's about birds, but the birding just makes it better.  I also get Birder's World or something like that.  

Looks like one of the Empidonax flycatchers. Perhaps Dusky, but that's just a guess. 

It's a Grackle. If this was seen in Eastern Georgia, closer to the coast, I'd say it's a Boat-tailed Grackle. Otherwise, probably a Common Grackle. 

All three ducks are most certainly adult male Wood Ducks. The middle one might seem smaller because the drooping crest is held closer to the head and can't be seen as well as in the other two. 

That is a Yellow-bellied Sapsucker. It's a type of woodpecker, one of the few that migrate, and it's probably exhausted. 

A Palm Warbler indeed. Quite common in Florida.