"Sonoran Desert" can vary considerably, both seasonally and geographically. There is a huge difference between June on the Jornada del Muerto (Journey of Death) and Tucson in a February winter storm. You would typically need lots of water and the ability to build a fire for the often typical dry, warm conditions, but in winter storms you are more likely to require warm clothing and decent shelter.

In more than twenty years of SAR centered around Tucson, we saw a lot more people die from falls or drown than died from hyperthermia. Hypothermia just about tied for hyperthermia.