NM here! We people who live in the SW are lucky because ours has awesome history for dirt fishing and cache hunting. You are lucky in that you live near water in a desert. This always means SOMEONE was there in the past. The best thing you can do is learning the history of your area. It's no use searching in an area that hasn't had much going on, but it can be very fruitful searching old trade routes and/or mine sites.
Read about the Civil War and Spanish events in your area, especially old Spanish Mines. Personally, as I enjoy following the trail to Spanish cache sites, I'd also suggest learning about the signs and symbols of mining trails. That plus making a concerted effort to put as many miles under your feet as possible and things can be found.