They're easy to get here in S. Texas. You just go walking through the woods (mesquites) and you'll hear them grubbing for insects. When they see you, they're so startled that they'll charge you, and about 6 feet out, they'll roll up into a bowling sized ball, and try to hit you and knock you down. Of course all you have to do is step aside (the stupid things can't see worth a darn, really!) and as he or she rolls past you, simply pick it up, and into your gunny sack. Cleaning the varmints is the bad part, however it's used a lot in the chile cookoffs. Ummmm, Armadillo chile!
Ok, ok, personally, I'd rather buy pre-done scales, and leave all the "field dressing" to the armadillo hunters. You can spot those guys easy because they're the one's that have cars and trucks all bashed in for about the first 2 feet or so (some of those things can jump at the last minute)!