Depends what you want to do. You can direct it to a planted bed, or to some type of reservoir (for use later on). If you just want to get rid of the water (God forbid), then run it far enough away from the house that gravity can carry it somewhere else, that is, to anywhere the land slopes. Be careful about this, though, because you will probably get some erosion.
Another solution is to drain the water into a rectangular pit, say something four feet deep, two feet or so wide and four to six feet long. Fill the pit with pumice gravel (pumice will absorb and retain water.) Cover with mulch. You can even cover with sod. Plant some trees around the pit, and their roots will eventually grow into the pit where they will be provided with rainwater.
Another possibility is to run your drain to a certain point, say 10 feet from the house, then bring it to the surface. From that point, lay some heavy plastic down, meandering it (as a brook or stream would do). Cover the plastic with small river gravel, and edge it with larger rocks. Plant grasses, irises, etc, along it to create a beautiful streambed. Run the streambed out to a garden, and let the water run into the earth there.

Here is a link that might be useful: Desert Gardens