Assuming that you do mean in PS -- and not in the Coachella Valley? In PS - Johannes gets highly rated on a consistent basis. Zin as well. The Parker Hotel might be what you're looking for. If you want 'old school supper club' check out Davey's Hideaway. You don't say what you like and dislike, prices, etc. If you could be more specific that would help.
Davey's Hideaway Restaurant
292 E Palm Canyon Dr, Palm Springs, CA 92264