One of my favorite places to escape for a weekend is Palm Springs, California. The town gained its esteem in the 1950s and 60s, when Hollywood's notorious rat pack would come out to the desert to party. The town itself can feel like a time capsule in some places, with mid-century architecture and southwest artistry peppered throughout.
Wherever you end up in Palm Springs, make sure you have access to a pool. Peak season is probably between late September to April, when it's not blazing hot outside. If you go during those months, make sure your pool is heated. Although it's beautiful outside, it can reach pretty cold temperatures at night (it is a desert, so expect extremes!) so a hot tub also comes in very handy.
As far as things to do, Palm Springs and the surrounding cities (Palm Desert, Cathedral City, Rancho Mirage, La Quinta, etc) has amazing happy hours. Make sure to hit up Mamma Gina's, LaLa's, Wang's in the Desert, as well as any other place that strikes your fancy!
There is also great hiking and camping in the desert. Just a few miles down the I-10 is Joshua Tree National Park, which is amazing, other-worldly experience. The crazy rock formations and Dr. Seuss-like Joshua trees make it feel like Mars. If you love amazing views, take a ride up the gondola to the lookout. It's also about 30 degrees colder at the top of the gondola ride, so if you're looking to escape the heat it's not a bad place to start.
The crowing jewel of the desert is probably Bob Hope's mansion. As of right now, I think it's still on the market (but it may have been sold). If you're looking to buy a house and you have $34 million lying around, make sure to schedule a viewing! :)
The best thing about Palm Springs is that it can be any vacation that you want it to be. If you want a crazy party, then go during Coachella Music Festival! If you want a quiet, relaxing pool weekend, the desert is more than capable. If you want a drinks w/ friends weekend, this is also definitely the place.
Palm Springs also has an active LGBT community - with a Pride festival and everything. It's a very fun time to go, as the flags are out and everyone's having a good time :)