At the danger of moving slightly off-topic here...

MIA: it depends on where you want to stay. I am partial to the Mandarin Oriental on Brickell Key, which is great for business trips. It has a nice pool, a mini-beach (no swimming though), and a fantastic restaurant: Azul. I usually stay there even if I'm in Miami for leisure. I've never been to a luxury hotel on South Beach, but that would be the area to stay if you want to be right in the heart of the nightlife. It's about a 15-minute cab ride from the MO. Two other areas to consider: Coral Gables and Key Biscayne. I've never stayed there though.

MXP: Principe di Savoia is the canonical luxury hotel in Milan. It's huge, has big old-fashioned rooms although they can be a bit dark. Service is OK, the gym is not the greatest. There's a Four Seasons in Milan too, but I've never stayed there. I usually stay at the Carlton Baglioni, which is a small boutique hotel very close to the office, but lacks many amenities. Good for a quick one-night stay.

DXB: as alect mentioned, there's the Burj-al-Arab, which is supposedly spectacular, but very expensive. I'll have to stay there just once for the hell of it... you could try the neighboring Jumeira Beach hotel and go gawk at the Burj.

Anyway, the Luxury Hotels forum is probably a better place to ask. Lots of good info there...