I've been to Dubai 6 or 7 times. It's fine for a couple of days (shopping, a desert trip, the souk and an abra ride) - or if you just want to sit by the pool in the sun as increasing numbers of Brits are doing. If you have not visited the Gulf before it is an easy introduction...but it is fundamentally quite dull and really reminds me of an upmarket Spanish costa. Sharjah and Abu Dhabi are not much more exciting either.
Oman is the only country in the region I have visited that really delivers a cultural and historical punch. Saudi does too, but in a different way!
And GK is quite right - the Levant and North African countries are a world away from the Gulf.