What are the best hedging plants for dry locations?

All hedging plants obviously need water but, with the exception of Hornbeam (hardly surprising given its love of damp conditions), most have a fair degree of drought tolerance.

The most drought tolerant include:
• Beech (Fagus sylvatica)
• Griselinia Littoralis
• Lonicera nitida
• Perovskia Blue Spire AGM (Perovskia atriplicifolia ‘Blue Spire’)
• Photinia Red Robin AGM (Photinia x fraseri ‘Red Robin’)
• Privet (Ligustrum ovalifolium)
• Purple Copper Beech (Fagus sylvatica ‘Purpurea’)
• Yew (Taxus baccata)

The following hedging plants will still tolerate drought, but to a lesser extent:
• Cherry Laurel (Prunus laurocerasus ‘Rotundifolia’)
• Common Box AGM (Buxus Sempervirens)
• Escallonia Macrantha AGM
• Euonymus fortunei ‘Emerald ‘n’ Gold’ AGM
• Euonymus fortunei ‘Emerald Gaiety’ AGM
• Leylandii (Cupressocyparis Leylandii)

Lavenders and Rosemary planted into the ground rather than in containers are well-adapted to seeking out moisture for themselves, their drought tolerance greatly enhanced by their plump foliage designed to store water

NB: Once a hedge is fully established, it should only need watering in times of drought. Before then, though, and certainly during its first year, a hedge will need additional water unless there has been unusually abundant rainfall.