I've gotten plenty of pure sand deserts. Also pure sand deserts with a volcano in the center and a stream running around the volcano. you just have to look for a place with both vegetation:NONE and trees:NONE.
Well that is a find! However unless it was a flat volcano, kinda defeats the value of embarking in a desert
One finds a lot of finds like these with the Lazy Newb World presets for the Lazy Newb Pack. And volcanoes in the middle of a flat place do interesting things. Its all flat around, but suddenly the volcano rises up five or six z-levels at a Pi/4 angle.
/| |\
so you end up with: ____________/ | | \_____________.
Therefore, you can carve the volcano into a tall castle, depending on its shape. A tall castle surrounded by flat....
A tall castle with a keep suspended in magma.
EDIT: I got tired of flat embarks a little while ago. Just makes the surface monotonous, and the outdoors smaller and less scary. When there are many z-levels to check, its easier for things to surprise you and catch you off guard. Just take some getting used to, the Z-level switching. Also, I like the challenge of building pump stacks, so volcanoes kinda steal that. Rivers are nice though.