Even for the biggest trees, you don't need to go any deeper than 18 inches. 8 to 12 inches is big enough for small trees and shrubs. You can also build a watering basin in the soil around the base of your plants to help the water to soak in deeply. Drip systems are good for this too. Soils are not all alike.
Sandy soils require more frequent, shorter watering.
You can have your soils tested. Compost or other organic material will also help soils hold moisture and support heartier, more drought-tolerant plants. Try leaves, grass clippings, manure, aged sawdust, wood chips, or humic acid. Mulching is an excellent way to hold moisture, keep the ground from overheating, and discourage weeds. You should also loosen the soil by rototilling or spading while you add the organic matter.