David Lean's Lawrence of Arabia  is the top movie for capturing the nature of the desert. While desert varies, the dry desert that people take to mind upon hearing "desert" s found in scenes from this film. Shot on location, Lawrence (Peter O'Toole) has just met Sherif Ali (Omar Sharif) in the desert of Western Arabia (Saudi Arabia now). In this scene we see the dryness of the desert and the vast sands that the dry desert will tend to have. David Lean (Director) captures these feature in this single scene.
Do play it to the largest screen you can show it on. That vastness just stands out.