I live in the desert in Nevada and have recently planted a lemon tree in my backyard ( as seen in picture )
As you can see the top half of my tree is drying out and burning from the sun. This picture was taken at 9:30am and doesn't get a lot of shade like we hoped.

I water it every other day and the heat right now in the summer can reach up to around 120 degrees.
We planted the tree a few feet down and filled the hole with a big bag of mulch.
A employee at home depot recommended using plant covering material called a "planket" (
http://www.theplanket.com/ ) but when we put that on it the next day it just seemed to knock off all the dry areas and even accelerate the destruction process.
We hesitate putting up an elaborate shading system because of high winds in the area which regularly test the weaker structures of the desert but I feel that something in that area may be the only way to go.