I second the vote for Oman. Mr Canuck and I had a wonderful holiday there last spring. Check out our (incomplete) trip report on fodors:
http://www.fodors.com/forums/threads...4&tid=34824204
It's incomplete because I didn't get around to writing about our two days, one in Sur and a glorious 26 hours at the newly opened Shangri-La Resort (I recommend both).
One region we couldn't get to (but which you could visit more easily from Dubai) is the Musandam Peninsula, which is separated from the rest of Oman by the UAE.