The short answer is yes, it can be done. There are other regular posters with far more information, and some, I believe that also live in desert climates, they can better advise you. Look up information on Drosera- the sundew, Pinguicula (sp?) Butterwort, Nepenthes- Tropical pitcher plant. All three are ridiculous fruit fly catching machines and can thrive indoors. Although, they tend to bring fruit fly-like fungus gnats with them, because they thrive in the moist potting medium, so they won't get rid of all of your bugs. But its fun.
Bob

Although you live in the Desert SW, growing them inside at 75 F is the main thing to consider, as long as you growing them on a window sill, exposed to the air (open tray method). A lot of plants will do well at the window sill, with their pot sitting in plastic containers of an inch or so of distilled / RO / deionized water. For example, D. spatulata, D. aliciae, D. adelae, D. capensis, D. burmannii. Even though Mexican butterworts are supposed to have a cold and dey winter, they still do well at window sills. Many bladdrworts would love the conditions - U. livida, U. sandersonii, U. bisquamata. Check Photobucket link for pictures of these plants. I can also help ya out in procuring some beginner plants.

Here is a link that might be useful: CP pictures