Clothing/Shoes/Weather Gear: Wear good hiking shoes, if you're walking around the ancient cities you're going to be doing some hilly terain. This is a good idea anywhere in China, actually, there's always a lot to see and the best way is by foot or bike. Bring a hat or buy one there to block the sun and stay cool. Also, if you're going to wear shorts have some kind of wrap to tie around your waist that will cover your legs in case you want to go in a mosque; it's pretty liberal here but be respectful of the Muslim customs.
Toiletries and Medical Supplies: Sunscreen, maybe aloe for sunburns. It's really sunny and hot out this way so keep that in mind.
Photo Equipment: Bring a sun shield attachment for your lenses to block out any harsh rays.
Be careful in the desert - I got sand in my telephoto lens and it's still driving me nuts today. Film is available but don't buy it from the outdoor stands; it may have been sitting out for a long time in the heat so you're better off bringing your own.
Clothing/Shoes/Weather Gear: fox fur on the street
snake mummy for soup