Babak,
There are a few variables to consider in regard to shelters. Wind typically carries dust in the desert, and this dust loves to get inside tents through mesh. If you are looking at single or double wall, fully enclosed tents, this is something to consider. Some double wall tents have mesh that is higher up the sides, and this can help. Single wall tents (i.e Tarptent and Six Moon Designs), though full of mesh, do very well in low humidity conditions, and are a great option. Securing stakes in the ground can sometimes be tricky, and so you will want to have some practice with staking in various terrain. Even "free standing" tents need stakes in the wind.
You might, however, consider going with a tarp and bivy combo. Much of the time, in the conditions you are likely to face, a bivy will be just fine on its own. Bugs are not a huge issue, and neither is precipitation. A bivy allows you to sleep all sorts of places a tent can't go, keeps essential gear dust and dirt (and critter) free wind or no wind, requires no staking to the ground, gives great views of the night sky, and allows for very low impact camping in fragile environments. No fuss. For the odd chance you need it, bring a small tarp. On his recent epic adventure, I think Andrew Skurka said he only used his tarp a few nights. This setup is light, flexible, and effective.
Packs and sleeping bags have a lot to do with personal preference. Down is great in the desert, and there are plenty of down bags out there. As for your pack, it is sometimes possible to travel very light in the desert- frameless packs such as the Golite Jam or Pinnacle do very well. However, desert hiking often requires you to carry a lot of water, and for some this is reason enough to consider a frame pack.
Hope this helps- I'm sure others will have more to add.
Enjoy Utah!
James