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Water, salt, a way to make shade, a big ass hat, longsleeve cotton shirt and pants.
If you're doing anything more physically demanding than just hiking, you're going to need a liter of water per hour in extreme heat, maybe even more since you're not acclimated to this kind of heat. You'll also need to rest in shade 15 mins of every hour or longer if you need it. A small umbrella is good to have for shade anywhere, since in the desert trees can be pretty scarce.
Where the dry heat works in your favor will be in staying cooler by wetting down your shirt or bandana if you can spare the water. In an emergency you can use your piss or any water you wouldn't want drink to stay cool, smelly, but cool.
Plan your route by water availability, always carry a bit more than you think you'll need in case one of the water stops is dry. Also make an effort to breathe only through your nose, you'll lose less water that way. Take salt so you don't cramp up.
Phoenix, out.
