Here are recommendations from Cody Lundin who spends a lot of time in desert areas. I REALLY recommend you read his book "98.6 Degrees: The Art of Keeping Your Ass Alive".

<> One each of gallon and quart-size zipper-lock freezer bags for holding water and building stills
<> Tincture of iodine 2% to disinfect water; use five drops per quart [I prefer a more modern disinfectant]
<> Nonlubed condom to use as canteen [Gerber Products "Seal 'n Go Breast Milk Storage Bags work better]
<> Nalgene water bottle
<> Light space blanket for shelter and signaling.
<> Dental floss (100 feet); a tough string for many uses.
<> Orange flagging tape (3-4') to mark your route or write a message. [Bring a small Sharpie too]
<> Pea-less plastic whistle
<> Strike-anywhere matches dipped in paraffin [waterproof matches are much better]
<> Butane disposable lighter; get a bright color so you won't lose it [Cricket brand come highly recommended].
<> Magnesium block with striking rod
<> 6-8 cotton balls saturated with petroleum jelly and stuffed in a film container
<> Credit-card-sized fresnel magnifying lens for fire starting
<> Mini flashlight on lanyard with spare bulb.
<> Extra flashlight batteries with date of expiration marked; replace every 12 months.
<> Extra carbon-steel knife with sheath - can throw a spark.
<> Clear plastic drinking tube (pencil sized, 3' long) for drinking or stills or crevices.
<> Collapsible plastic 1-2 gallon water container
<> Two 55 gal plastic bags; use as a rainsuit, shelter, tube tent, tarp, or for collecting rainwater. [Home Depot has large clear ones]
<> Heavy duty orange or red space blanket with grommets & reflective side for shelter and signaling.
<> Duct tape (3 feet); get the strongest variety available.
<> Glass signal mirror with sighting hole and a whistle.
<> Brightly colored wool or synthetic stocking cap; keep you warm
<> Brightly colored bandanna; doubles as a pot holder, hat, and water filter
<> Parachute cord, at least 50 feet of 550-pound test
<> 3x5" glass sightable signal mirror w/ brightly colored pouch
<> Basic first-aid kit; contains wound dressing, moleskin, antibiotic ointment, and other items.
<> 7.5 minute topo map & compass
<> 2 candy or nutrition bars

BUT given all that, I would recommend you buy one of Doug Ritter's PSP's and suppliment it with the items recommended:
<>Folding knife w/ locking blade; >=2.5 in blade; one-handed opening
<>Pocket-sized personal shelter: space blanket, bivvy sack, large bags, poncho
<>Pocket-sized or keychain flashlight: LED w/ constant-on switch
<>First aid kit: AMK Pocket Medic, Ultralight .5, or similar
<>Personal supply of Water (filled water bottle, multiples in the desert): Katadyn Micropur MP1 purification tablets
<>Personal medications (rotate regularly)
<>Waterproof matches: Waterproof matches and/or butane lighter

Also, don't forget to:

>>Leave trip plan left with a responsible person
>>Travel with a companion
>>Dress and/or take clothing for the weather