It's not a big deal at all. Just dry heat/winds. The only concerns are when fires start in CA and are spread by the winds. Usually DL isn't affected but once in awhile smoke from a fire may drift over there. It would be extremely low on my list of concerns. (same for earthquakes)
Personally I like it since I don't care for humid weather. However if I was close to a fire with the smoke it would bother my allergies.
Not sure about the timing. We were there at the beginning of Sept. a few years ago and it was HUMID heat - no Santa Ana's then.
Santa Anas are more common in October and November than September. The main concern for DLR visitors is cancellation of the fireworks show and WoC, but that's only if the winds are particularly strong.
FWIW we had the Santa Ana winds kick up while we were in DL from Sept29 to Oct2/11. On Oct 1st the heat kicked up to 95F, and while the humidity wasn't that bad, boy did we feel the heat. It didn't affect my allergies, and I've got severe ones, so unless there's fires in around the Grapevine or closer to Los Angeles I wouldn't worry about too much.
I second that the Santa Ana's are usually the strongest in October, November. There is very little concern about them, other than maybe fireworks being cancelled if they get strong.