Right side without a doubt.
At best on the left side you see some dessert or Sharjah.
Right side you will/may see UAE coast when in the gulf and then great view of Dubai on landing if you land from the Gulf side-- and if landing is from other direction you will fly past the airport with it on your right side and still a view of Dubai.
All flights that I have done from Europe or North America always fly over the Gulf for either direct landing or fly by and turn back towards Gulf for landing.