chesterdown,

Usually the deserts are hot during the day and cold during the night, so you will have to figure a way to stand against both situations.
I say one should rest during the day and move during the night, assuming you don't have problems orienting yourself.
This means that during the day the best is to dug some kind of trench and fashion a shelter out of it. It's cooler under the ground. There is lot of info in the www about desert survival shelters. Look around. In some situations it's possible to take advantage of natural shelters (e.g. caves).

Knowledge is a weightless gear.