We were down in Palm Springs just after Christmas, for a few days. Flew the 980 into Bermuda Dunes, which is nice and convenient for Palm Desert/Rancho Mirage. The Palm Springs airport is very convenient as well, but unfortunately now that there are no independent FBOs, it's really expensive.
If you're concerned about keeping the cost down, Thermal is an even cheaper option, but it's a bit of a hike from Palm Desert, let alone Palm Springs.
Lots of fun things to do there-- hiking (we did some great trails), golf (if you're into that), swimming, biking, etc. We took the tram up to the top of the mountain, where there is even snow and sledding.