I highly encourage you to check out the Palm Springs Desert Museum. It is free the few hours before the Thursday night market and therefore offers a free cultural experience. For another week or so you can check out their exhibit on Killer Heels. It’s quite the spectacle!
The museum has some other unique pieces, including life-like tourists resting on a bench upstairs, a nude, and an impressive Chihuly glass piece.
Adventures of a Dorky Hat 