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Burning Man's annual Survival Guide (revised and published anew every June) has a great page about bikes on playa. It's your best resource for learning what bike is best for the harsh conditions of the playa, and what you should do to prepare your bike, and yourself, for rolling adventures in Black Rock City.

One thing we'll say here, though … we do recommend you clearly and prominently (and indelibly) write your name, playa name, contact information, camp name and location on your bike so if it does become lost, it can be returned to you.

Burning Man also runs a community Yellow Bike program, where a fleet of bikes are made available for participants to borrow for one-time, one-way, no-guarantees use. These bikes are painted green and (ironically) say "Yellow Bike" on them. A Yellow Bike can be taken at any time by anybody, and used to travel to their destination. Once it's been dismounted, anybody else can take it and use it as they need to, and leave it when they arrive … rinse and repeat. Yellow Bikes are a community resource, and are NOT to be repainted, augmented, damaged, locked up, or kept (say, in your camp) for private use. It requires community cooperation to keep this resource alive for all to enjoy!