I always find it interesting when younger folks ask what there is to do in Palm Springs. Remember: It's a town of OLD people. Think grandma's place. They have a lot of golf, a lot of swimming pools, and that's about it. I hope your B-day isn't in summer, because it's HOT in PS in summer. Like Africa hot. Tarzan couldn't take that kind of hot. And when it's that hot, the only thing to do is get inside, or hang out by the pool.
They have concerts at the polo grounds at Indio, but that's in the spring when it's not so blasted hot. Stagecoach and Coachella are held consecutive weekends around April.