Agree with other posters that the pace of PS is VERY different than NYC. It is really a full on retirement community. There's no real industry there, so it doesn't support a lot of middle class working families. BUT since it's a retirement community and a big gay community as well, you do have a lot of infrastructure that's important for you. i.e. health care for seniors, gay resources etc. It gets extremely hot in the summers, 110 degrees is not uncommon. Cost of living is pretty cheap though, compared to NY, so at least you can afford to keep the AC on all day.
Any ideas for things to do, places to go and see
The whole point of Palm Springs is not to DO anything, it's designed for relaxing. You do have easy access to some nice West Coast cities, L.A., San Diego, San Francisco and Las Vegas as well.
I think the desert heat would drive me crazy in the summer if I had to live there full time without a job. But for a weekend or a few days, it's a really sweet getaway. (Also VX is launching direct service from JFK to PSP in December I believe and then PSP to SFO as well).