I used to bike in New Mexico and there were goatheads everywhere. I used tire liners/puncture strips/aka tube protectors. They were less than $10 for a two pack. They worked well enough, I needed to periodically pull the thorns out of the tires and if one got the sidewall, I'd still get a flat.

Mr. Tuffy is one brand, Stop flats is another. I'd go to your local lbs and see what they have.