That could take a long time to answer. First, you should do some searches in this forum. Try searching for "Dubai" and you will find loads of information on what to do in that town. Do a google search too. Dubai is a great place to base yourself out of if you can afford it. Lots of flights everywhere.
Renting a car and driving around the UAE can be fun. Wadi-bashing is a lot of fun. Head down to Oman and Muscat. Fly to Tunis, rent a car and drive down to Hammamet. Or connect out to the edge of the Sahara for some beautiful scenery. Vacations are very cheap in Tunisia. Lastly, Jordan is a good idea. The Amman nightlife mixed with a visit to Petra is a must.