The Coachella Valley has two completely different climates, depending on what month you arrive.
October through May is when Palm Desert lives. Daytime temperatures sit between 70 and 90 °F (21 to 32 °C), nights are cool, the sun is reliable, and the town is full. Hotel rates spike during the Coachella and Stagecoach music festivals in April, and during the Indian Wells tennis fortnight in March. Expect to book well ahead between January and April.
June through September is the off-season because the heat is genuinely punishing — daytime highs over 110 °F (43 °C) are routine, with several weeks each year above 120 °F (49 °C). Many restaurants close or cut hours; some hotels close entirely. Rooms are cheap if you can deal with it, and a desert pool at dawn in July has its own appeal. Hiking is dangerous after sunrise in summer — people die of heat illness in the foothills above town every year.
The most pleasant single month is probably March: warm but not yet hot, wildflowers in the foothills, full programming, and the valley still feels relaxed before the festival crowds arrive.