We have goat heads here too, (I'm in New Mexico) almost impossible to avoid them as they grow ANYWHERE, and often blow onto the MUP's around here. This is the method I use and it works great. I had an old pair of conti 3000's that I replaced with conti ultra gatorskins. The gatorskins alone helped but didn't completely fix my problem as goat heads would still get me once in a while. I had tried specialized pre-slimed tubes but the sealant just BLEW out anytime I had a puncture, worthless. What an old time rider recomended was cutting the bead off an old pair of tires and stuffing it inside my good treads. Making a "double thick" tire. I tried this and ALSO came accross some praise for "stan's no flat" sealant from www.notubes.com I found some in town though and put 1 oz inside a set of conti tubes that have removable tubes. I credit most of the flat freeness with the double tire method, but I think the stans is an extra safety net.

The right is a LITTLE rougher than it was with one set of treads, but after a while you hardly notice it (an extra layer of handle bar tape would take the slight increase in bumpiness out though I'm sure) And I havn't had a flat in almost 9 months now...so the bumpiness is WELL worth it :-)