E.F. Adolph was a physiologist commissioned by the Department of Defense during WWII to gather data on U.S. Army recruits training in the Mojave Desert. He wrote a landmark book called Physiology of Man in the Desert, which documented his groundbreaking and much needed work. He found that a person who remains clothed will survive 25% longer than someone walking around in shorts and t-shirt. The more skin that is exposed to the sun and wind the more evaporation occurs. So keep covered! Take a lesson from the cowboys who are covered from head-to-toe and even wear gloves and a bandanna on their neck. If you don't remain clothed, you will become jerky!
My preferred outfit is to wear cotton/poly (5.11 brand) pants, lightweight hiking boots, SmartWool socks, cotton/nylon long-sleeve shirt, brimmed (Tilley brand) hat, sunglasses, and a wet bandanna around my neck when hiking in the intense heat. (Note: In addition to the 5.11 brand of clothing, Filson also makes some excellent, but pricey, clothing designed for safari outfitters and desert trekkers.)
The less exposed skin, the better. When I get into camp after backpacking all day, I will shed some layers and let my body soak up the cooler air. This involves donning sandals, shorts, and a t-shirt while replenishing my body with a hearty dinner combined with a dose of salt along with some electrolyte replacement drinks before going to bed.
If you are ever lost in the desert, remain clothed, get shade-hungry, and hole up under a tree or boulder, and stay hydrated.