Conserve your water reasonably. If you drink too much you run the risk of running out before you reach safety. if you drink too little you might become dehydrated and decrease your odds of survival.
Move slowly during the day. You need to conserve your energy, avoid excessive sweating, heat exhaustion and sun poisoning.
Rest in the shade whenever possible. Seek out trees, bushes, large rocks, anything that casts a shadow, no matter how small. The high temperatures of the desert can drop significantly in the shade.
Move at night. Try to minimize travel and work during the day. You'll be able to cover more ground quicker this way and decrease the risk of dehydration.
Stomp loudly when moving, especially at night. This should help warn off nocturnal predators hunting for food. It'll also help scare away snakes that you might not otherwise be able to see in the sand.