There appears to be some problem on the face around the beak of this bird. At first I just thought it was a rose coloration but none of the books comment on such color. It might have some infestation or parasite problem.
The books say the Cactus Wren likes to make it's nest in Cholla (cho-ya) cactus. Sure enough, I looked around and found this nest, just as described, only about 3 feet off the ground:





