The western screech owl is definitely a bird that has been misnamed. It is an owl, but it doesn’t screech. Instead, it emits a fast series of hoots. Eastern screech owls screech, but even they are far less apt to screech than to use the same rapid series of hoots.
This video clip has more information about the western screech owl, as well as showing what the bird looks like. It is definitely an animal that is far more likely to be heard than to be seen. Perhaps you have even heard it without knowing that you were hearing a screech owl.
Although this is a very common and numerous owl throughout the US, you should feel especially fortunate if you ever see one in the wild.