I've camped at Indian Cove multiple times, at the group site and the individual sites. Indian Cove is on the Northern side of the park, and you will use a different entrance than the main park entrance. The group sites come up first off to the right, and you can still see the town of 29 Palms, but they're nestled right at the beginning of the classic J Tree giant boulders. A 2 minute walk south and you're in the thick of it. The individual sites are on the south side of the boulder line, giving you a little more secluded feeling (inside J Tree as opposed to on the outskirts), but you'll be right up next to your neighbors. If you can, I highly recommend the group sites - they're HUGE! You get nearly an acre of space depending on some of the sites.
You can hike the Boy Scout Trail, trailhead near the Indian Cove individual campsites, which connects to the main road if you want to explore Jumbo Rocks or Skull Rock. We always love to scramble up to the top of as many rock stacks as we can.
Overall: Group sites>individual, but 10/10 either way. Joshua Tree is a magical place.