I went to Palmdale High School, class of 1992. Go Falcons! The city of Palmdale is cool because its only an hour's drive from Los Angeles and housing is a lot cheaper. The west side of town is more developed, with shopping centers and nicer houses whereas the East side of town is kinda run down. There's a lot of abandoned shopping areas and scarier neighborhoods on the East side.
Antelope Valley Mall is located right off of the freeway and it's surrounded by restaurants. The shopping centers in Palmdale are mostly big chain superstores, like Linens n Things, Borders and Old navy. It's decent shopping, but not like the boutiques you get in Hollywood.
There aren't a lot of nightclubs in Palmdale. The residents are used to commuting an hour to get to Los Angeles for work, so they have a few country music clubs and a few clubs for the twenty something crowd, but most people just drive down to Los Angeles for a night out.