Is that dry heat, Steff, or is it very humid?
A few years ago I was in Madid for a few days when the temperature was around 38C and I absolutely loved it because it was a dry heat. (Bars and restaurants had misting systems operating on their outdoor terraces to try to add a bit of moisture into the air). I then returned to the UK, where it was ten degrees cooler, at 28C, but very humid and really, really wished I was back in Madrid!
So it's not heat, per se, that gets me down; it's humidity. (When I visited Singapore for a few days, on my way to Oz, I loved the sights and sounds but I was really glad to leave; I just couldn't stand the humidity).