Striker is partially correct. They have filmed some desert scenes in a very large set (I know for a fact that they filmed the desert scenes in "Cold Lazarus" in such a set.) However, other episodes like "The Tok'Ra" were filmed on-location in an actual desert. They even have a special set for "Chulac" which consisted of a large mound of sand on the edge of a forest.
Amazing what you learn when you listen to the DVD commentaries. :)
That being said, yes the scenes in "Avatar" did have the game models for Teal'C and Daniel.
As for the "clones", there is no "clone" of Jonas. There were "clones" of the original SG-1 team made (well, replicas actually seeing as they were droids). However all but two of them are "dead". Teal'C-bot died saving the actual Teal'C from Kronus, and Daniel-bot got his head blown off by a jaffa in the same episode.
Rictor: I suggest you watch the show from the beginning and give it alteast a season. It starts out a little odd from the beginning, but it does flesh out and you start to see the characters mature a little. (ie: The O'Niell character finally getting some closure concerning the death of his son...)
The O'neill replica also dies at the end and IIRC Carter replica blows herself up along with the Gould ship