I think a lot of guys pannick because it took them years of waiting to draw a tag and the hunt is such a short duration. If a sudden windstorm or something comes up the oryx may head into the brush and shallow draws and may be alittle tougher to find. Last year the hunt was only 1 day and this year I believe most are 2 days. This doesn't leave a whole lot of time to dinker around, but you shouldn't have any problems finding oryx.
Oryx are alittle tricky distinguishing horn length and sex. If they are grouped together it is fairly easy to compare them against eachother but when there are singles it can be pretty tough.
Just like any other game, if you see a monster it is usually pretty evident. If you are trophy hunting and have any question whether it is big enough...keep looking! It usually helps to acclimate yourself by looking over quite a few oryx so you know what is average. When you see a monster..you'll likely know it! A 40" oryx is considered mighty big while a 34-36"er is about normal for many of the NM hunts. If you think of a yard stick being 36" that can give you a feel for a starting point for length. Obviously the males horns are a bit more massive all the way to the tips so they may appear alittle shorter than some of the long, thinner horned females.
If you have a spotting scope it makes it a lot easier to distinguish sex/horn length at 300+ yards. Just like antelope or mtn goat hunting I wouldn't leave home without my best optics, tripods, and window mounts!
If oryx haven't been harrassed, most hunters fill their tags by noon of the first day and shoot one of the first oryx they see. Obviously many of the oryx get spooked off the main roads after the first morning so you may need to hike to vantage points to locate them once they've been disturbed. If you've ever antelope hunted, it is very similar to hunting speed goats.
My best words of advice is to look at as many photos and mounted oryx as you can prior to your hunt. Obviously the more animals you look over, the more likely you'll be able to distinguish their size. Take your time and don't rush into shooting the first one you see!