Thanks for the advice, at this stage I don't know what needs tweaking, so it's good to have an opinion on those things, I'd rather not find out mid-campaign. Anything else I should watch out for?
I don't know beans about PF psionics, so I can't comment on that. Most of my advice is aesthetic.
I think thri-kreen should be large creatures. That might make them problematic as a PC race as well, but maybe they should be.
Remember the constant "monster" of DS -- the environment. Familiarize yourself with what situations warrant survival checks and what those checks can accomplish. I'd recommend taking a peek at Sandstorm or even Frostburn... Come up with a chart of "heat levels" and what sorts of things can raise or lower a character's level of protection from the heat. I know Frostburn does this (I use it in my current ice age campaign), I suspect Sandstorm has something similar.
For example, moderate temp would be heat level 0 (this could conceivably be the temp at night in Dark Sun, although deserts can actually get very cold at night). Heat level 1 (typical morning and evening temp on Athas) might preclude wearing all but the lightest of armors, and heat level 2 (typical Athasian noon) might preclude wearing any armor at all, and might force checks vs nasty effects for doing anything other than resting. Significant shade might lower this by one level, as might Survival checks (one point lower at half land speed, two points lower if you aren't moving at all), etc.
Desert critters like lizards, kanks, and thri-kreen might have natural heat protection of one level. You get the picture. Make a chart and the players will do what they can to keep themselves cool enough by the chart, which can eliminate a lot of die rolling.
Of course expect everyone to end up getting an item that grants Endure Elements ASAP.
