Arizona Jail Locations
If I were to carry a Mexican flag and wear a sombrero while walking the streets of Arizona…?
…without an ID *cough* Star of David *cough* then confronted by the police, would my walk end and be delayed, possibly end up in jail?
What if all this were planned, the location filled with cameras and the victim wired with a recorder, and this victim had an important appointment setup somewhere?
Hmmmm… time to find some really Mexican looking people who are here legally and make some money off of Arizona with lawsuits.
Good idea mark, I’ll have my group of legal Mexicans do just that. 
So much for the “it’s not just about illegal Mexican immigration it’s about all illegal immigration.”
If you wore such a get up the police wouldn’t need suspicion, reasonable or otherwise.
First, dressing as so and then taking a public walk in Arizona I believe the public would call and give police the reason to stop you.
Second, it is your response to the police that will lead the way to what and what may not happen. As far as I know there is no law in Arizona that would not allow you to wear a sombrero while walking and carrying a Mexican flag. Are you expecting someone to answer saying the police will arrive and beat you without questions because of you appearance?
Third, if you did what you are asking by the time you got to court with your media evidence and witnesses I am sure it would be obvious to the court that the case before it was/is a set up.
If you are stopped and questioned by the police anywhere it required (smarter) to at least verbally give your name and current address or produce a legal state I.D. You do not have to answer or give any other information other than the following statement repeated if needed, “My name is ____, I live at ____, I do not wish to speak to any law enforcement officer nor do I not consent to any searches of myself or vehicle I wish only to speak to my lawyer.” Do not resist any attempt to handcuff or protest if the police search and remove anything from your possession irregardless of your statement and wishes.
It will work against you later in court if you do not freely give at least your name but once you show legal state I.D. or give your name your information will be accessed. Now if you have done nothing over than draw a few stares and confuse a few people the police upon finishing their check should let you go. If you have resisted, protested or made the police feel in anyway that you are a danger or that the legal I,D, you showed is not yours then you have justified the reasons for stopping, detaining and arresting you.
Since your question is geared more for the situation of childish pranks my advise would be don’t forget the poncho you or your friends are not going to be “really Mexican looking” without it.
Fugitive couple arrested in rural Arizona