I'm looking for things to do in the days leading up to Coachella Music Festival in Indio. I will have a car to drive me around.
Outside of the numerous spas, some ideas that might interest you. There's the San Jacinto Mountains with the whole Coachella Valley meant to be excellent for hiking, mountain biking etc.
You can go on the Palm Springs Aerial Tramway which takes you to the top of the valley which is apparently amazing, some 8,000 foot up ! A friend of mine did it last year and said it was awesome. about 6 years ago
Hitting up the tramway is worth it, it's pretty crazy the difference in temperature a bit of altitude can do.
Slightly tangental, but if you're hungry at any point when you're in Palm Springs you should hit up Big Mama's Soul Food http://www.bigdansbbq.com/
I love this place and always go there whenever I'm in the area. Hell, I bring bottles of his sauce back with me to Australia.
It's at http://maps.google.com/maps?f=q&source=s_q&hl=en&geocode=&q=Big+Mamas+Soul+Food,+Cathedral+City,+CA,+United+States&sll=-33.867139,151.207114&sspn=0.047108,0.082483&ie=UTF8&hq=Big+Mamas+Soul+Food,&hnear=Cathedral+City,+Riverside,+California&t=h&z=16&iwloc=A about 6 years ago