Well, it's called a desert for a reasonthere's often no, or very little, water out there. The most reliable water source for desert hikers comes from your tap at home. Let's say, however, that you didn't plan ahead or, for whatever reason, you're stuck out in the heat without any water.
Keep covered, and remember that both the sun and the wind can have dehydrating effects. Conserve your own precious sweat by staying in the shade and, if you have them, putting on a long-sleeved shirt and/or brimmed hat. Think of a cowboy. Have you ever seen one dressed in a tank top, shorts, and sandals.
If it's the middle of the day, then hole up like a coyote in the shade of a boulder or a tree and wait until the cooler hours of the evening. Classic research from Death Valley, by E.F. Adolph of the University of Rochester, indicates that a person just sitting in the shade in 90 degree F weather during a 24-hour period will expend six quarts of water in sweat alone, so be wise with your activity.
When looking for water, keep an eye out for shiny reflections on the landscape, as these could lead to a water seep or spring. Bright green leaves in the distance, from a willow or cottonwood, are worth investigating as these water-loving trees might harbor a spring at their base. North-facing canyons and arroyos can also have rock pockets filled with water, even in the driest of years.
Lastly, I have found desert water holes on many occasions by tuning into bird and insect life. When you are hiking in a barren region and suddenly notice butterflies, wasps, and sparrows buzzing around, stop and check to see where they are coming from. There's a reason they are in that particular place, and it's probably due to the presence of water.
What about slicing open a barrel cactus and drinking from it, you ask? There's a reason that cactus juice isn't sold on the aisles at the grocery store. It's unfit for human consumption and certainly won't replace the copious amounts of water that a heat-stressed individual needs to consume. In my experience, Hollywood westerns are the only place this method works. Just remember: when trekking into the desert, plan ahead and carry plenty of water with you. If you're lost, hole up in the shade or where you find water until night fall, otherwise you'll turn into jerky.