Wow. I swap the standard bug identification for a history trivia challenge and participation jumps not only on this blog but across Facebook, G+, and Twitter!
The answer was stated most concisely, if belatedly, by Jesse:
Dactylopius coccus, or cochineal scale insects, can be found on the Opuntia cactus in the foreground. The red dye derived from the bodies of these crushed insect were historically used to color the “Red Coat” uniforms.
I’ll swing Jesse 2 points for the clarity of his answer, but the full 10 points go to Chris Grinter who arrived there first. Also, 5 points to Heather Vandagriff for a speedy if incomplete answer over on Google +.
For more on cochineal, I’ll refer you to Bug Girl’s posts here, here, and here.
I think the reason keep thinking these are beetles is because of coccinellids/lady beetles. I once had a friendly little debate with my Latin teacher as she handed out stickers of “cochineal beetles” in class–they turned out to be ladybugs.