Shah Mohammad Reza Pahlavi is headed for the United States on a trip that would be a dream vacation for most people but could well turn into a nightmare for the Iranian royal family.

Federal officials and local police bolstered already-tight security forces in Beverly Hills and Palm springs in anticipation of the exiled monarch's arrival this week. But officials acknowledged it would be difficult to protect the shah in one place for any prolonged period.

"No matter where he goes he won't be safe," predicted a spokesman for the anti-shah Islamic Student Association.

However, the location of the shah's probably first landing points should give security forces the upper hand.

Although there has been no official confirmation of the shah's destination, it is believed he will go first to Lubbock, Tex., where his three youngest children and mother-in-law landed safely at 12:45 a.m. today. Security precautions were so strict that landing lights at Reese Air Force Base were turned off after the Iranian Air Force jet touched down.

The family members were re-united with the Crown Prince, Reza Pahlavi, who for the past six months has been a pilot trainee at Reese. They were then whisked from the base in a blue school bus surrounded by Secret Service cars to a nearby $265,000 ranchstyle home owned by the Iranian royal family.

Sometime this week the shah is expected to visit, perhaps for an extended period, the Palm Springs desert fortress of Walter Annenberg, multimillionaire publisher of TV Guide and ambassador to Great Britan during the Nixon administration. Annenberg said he had extended the invitation in reciprocity for the shah's "marvelous hospitality" to him and his wife in Iran. He also said security is more than adequate to protect his royal visitor.

"We're got a big Secret Service here," said Annenberg. "There's also the State Department, (and) the Riverside County Sheriff, with backups to that."

Earlier this month Annenberg gave refuge to the shah's 92-year-old mother and sister, Princess Shams, after demonstrators forced them from a Beverly Hills estate.

Today, discussing his invitation to the shah, Annenberg said he had been "enraged" by this violent demonstration. He wasn't giving out specific information now about the shah's arrival because "there are radicals around who may want to hear that kind of information."

Any demonstrators arriving from the royal family's property in Beverly Hills would find the Annenberg estate near Palm Springs far more formidable. The palatial fortress, reminiscent of the desert spiendor in which the shah lived in his own country, was designed with both security and privacy in mind.

Located on 200 acres at Rancho Mirage, 2 1/2 miles south of Palm Springs, the Annenberg estate is surrounded by another 700 acres of desert which he owns. The estate itself is surrounded by a 30-foot-high bank of tamarisk trees which conceal a wire fence and a security perimeter road.

The 25,000-square-foot home, deep inside the fenced estate, has been called "the largest single-bedroom home in the world." The bedroom itself is 2,000 square feet -- larger than many houses.

Surrounding the house is a ninehole golf course, with 11 ponds that are gravity-fed by a nearby waterfall. There is a swimming pool for Annenberg and his guests, and a separate pool for the servants, guards and gardeners.

During his presidency. Richard Nixon took avantage of this golfing and privacy. From San Clemente, 75 miles away, he would fly by helicopter to a well-guarded landing pad within the estate perimeter.

The shah in all likelihood will stay at one of the spacious guest cottages that Nixon used on such occasions.

A real estate salesman in Palm Springs said that representatives of the Pahlavi family had expressed interest in buying a $3.5 million house in Rancho mirage near the home owned by another former president, Gerald Ford, but that the deal fell through this week.

The Iranian royal family, whose assets are estimated at up to $5 billion, has plenty of other choice palces to stay and go. Members own property in Acapulco and Beverly Hills, and in the Hamptons on Long Island, N.Y.

The shah, acting through a disguised corporation, reportedly purchased land recently in Aspen, Colo., a world-famed ski resort. He is an avid skier.

Much of the Iranian property is in the name of Princess Shams, who owns serveral homes in Beverly Hills and also has submitted plans to build a huge palace on a Bel Air mountain top. It is not known whether this place will now be built.

Beverly Hills police were caught by surprise by the ferocity of the antishah Iranian demonstration in their city on Jan. 2, but law enforcement officials say they will be ready for any protests this time.

The temperament of the large Iranian community in California is still strongly anti-shah, even after his ouster.

The Islamic students spokesmen, identifying himself only as Ali forecast that the shah would not be able to get away from those he had oppressed.

A California law enforcement official, also asking for anonymity, suggested that the shah's best defense might be to "keep moving" from one of his palatial homes to another.

Secret Service agents have the task of protecting the shah in the United States and have deployed additional agents in Lubbock, New York and southern California for this purpose. They will call on local police for help when necessary.

The only non-hostile Iranians in California any be those who were part of the Pahlavi government. The Iranian consul in San Francisco, Ali Reza Nouri, was asked whether the shah was coming to Beverly Hills and whether he would be safe there. Nouri replied:

He is the king of kings and is above the nation. His excellency can go anywhere in the world he wants. Why would he choose Beverly Hills?"