I disagree with AROTC and I have lived in the desert since 1956. Or more accurately, I partially disagree. Most of the time you can get by OK with cotton since it is usually warm. What surprises many people is that it can be surprisingly cold, as well. Over the years, I have added more and more synthetics to my wardrobe. For really hot conditions, I like Cool-Max or similar garments. They have served me well in temperatures of 100 degrees plus. A lot of items are available in loose fitting styles that are light, tough, and non-military. A wide brimmed hat (with a dark underbrim), sunglasses, and a bandanna can shield you effectively from the sun. Cotton works fine in these applications - no need to waste money on a Tilley hat. Zip off pants work great, although I think they look incredibly dorky when worn as long pants, much better as shorts. Their practicality outweighs the dork factor for me quite often.

One thing about Arizona - the terrain is such that you can be on the desert in one location and ten miles away you will encounter much colder and higher conditions. This is especially true of the more interesting portions of Arizona, which is anyplace more than fifty miles from Phoenix. If you are moving around at all, you need clothing which can work effectively in layering combinations, and synthetics really shine here. Cotton is becoming obsolete, IMHO.

Nor is cotton environmentally benign. Patagonia studied the environmental effects of cotton versus synthetics some years ago, and concluded that the effects were about the same. The problem with cotton is the large quantities of pesticides needed to grow the product. This is why their products are now organic cotton. Of course, it is just as expensive as the synthetics and I doubt that their organic cotton garments last as long as synthetics.

Just to add to the list of companies you might wish to shop, check out Duluth Trading Company. They have some items which will work very well in hot climates.
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Geezer in Chief