Anza-Borrego, Joshua Tree, Death Valley areas in California all could be good for your desert segment. I've spent a bit of time in the in the Sonora near Tucson (my grandpa grew up there, spent a great deal of time there and in the nearby mountains when he was younger, and shared them with me when I was a kid); I agree that could be an interesting area for filming. Joshua and Saguaro both offer some nice eye candy, though there are harsher conditions elsewhere.

- Steve