Jaisalmer in Rajasthan, a north west state in India, is probably the best place to be, especially for visitors both in India as well as from foreign lands.
Neatly closeted amongst various forts, castles and sand dunes, it makes the perfect place for a long or short outings and the local people are only too glad to help in case of difficulties.
There are some excellent palaces which have been converted in luxurious hotels and they are definitely worth their prices.
But the most important and not to be missed event is the Desert Festival which happens every winter. There is the local Rajasthani Folk Dance and Music and one can stay for a day or two or even more in tents strewn across vast expanses of desert.
All in all, a most wonderful place to be especially from November to Jan/Feb to chill out and have lots of fun in the desert.