Question
I have purchased traps to try and catch these varmints.  What should I use as bait?

Answer
Well, you may have difficulty believing this but there is no bait that has been shown to be very effective on luring armadillos.  You trap them by adding wings to the trap and they just walk in.

http://www.icwdm.org/wildlife/armadillo.asp    Scroll down and read the section on trapping and then click the link and read the document. There will be an image there describing what I am talking about.