You can get good deals on kits at Amazon. I saved $75 on a RCBS kit with free shipping (Prime) in addition to the RCBS promotion they were running at the time.
I’m not too familiar with Palm Springs but can offer some suggestions elsewhere in SB County, LA County, and Orange County if you don’t mind the drive (I live in SB County, too).
If you want an actual store you have a couple of options. The most obvious would be Bass Pro in Rancho Cucamonga.
The best prices are probably Phillips Wholesale Reloading Supplies in Covina. Prices are comparable to buying online. He sells everything you need and even gets in blocks of used lead if you want to make your own bullets. I think $1/pound or something along those lines. Large selection of powder, primers, casings, bullets, and tools. phillipswholesale.com
The largest selection I’ve seen, and access to a vast amount of knowledge, can be found at Reload OC in Anaheim. He has EVERYTHING. Prices are a little high but I’ve pent money there just to support a local reloading store. You can get everything cheaper at Phillips or online but he has everything and will help you learn if you have any questions. I think they occasionally host reloading workshops too. reloadoc.com