1. Bring warm clothing even in hot summer as the temperature can differ greatly between day and night in some places on the route. Jiayuguan, between high mountain ranges, can be decidedly cool in summer after a snowfall on the peaks.
2. Bring shoes suitable for walking.
3. It is advisable to use sunscreen, sunglasses and lip creams to protect your eyes and skin. You may also want to bring a moisturizer as the air is very dry in the desert areas.
For hotels, there is clear division for peak (Jun. to Oct) and low season (the rest). If you are traveling during Mar. hotels would offer few kind of sorts for breakfast, even cut off air-condition service because of 5-10% occupancy only. And when traveling around the rude area (eg:Kuche, Hetian), there might be only 1 or 2 hotels could serve foreigners loging in with basic facility-standard room with private washing room and simple breakfast, no more.
Please do not talk about sensitive issues such as religions and politics when in Xinjiang.60% of the total popular of Xinjiang Uygur Autonomous is minority, who are mainly belief in Muslem, please do respect their custom (no pork), and follow your guides' advice when visiting the specified family or entering into mosque. Raed more about Silk Road traveling tips.