Considering a trip to Dubai in 2008. Could I fill 9 days with activities there? And, compared to other places --- like Moscow, SFO, Cape Town, Paris --- how do hotel/food prices stack up.

Should I consider side trips to Oman or other locations?

Are there options other than hotels --- for instance Guest Houses? I'm not a hostel kind of guy.

I would recommend taking a side trip. Dubai has a good deal to see (depending, of course, on what your interests are), but not for nine days. Oman would be a great choice for relaxing or souk (traditional Middle East bazaar) shopping. The scenery is beautiful and people quite friendly. Bahrain also has a great souk, which Dubai really lacks. I think that if you fly Emirates, they have attractive stop-over packages with reduced hotel prices, so you could fly Home-DXB-MCT, for example.

You could also drive to Al-Ain, Ras Al Khaimah, or Fujairah in about two hours each, which have not much to see but, particularly in the case of Fujairah, have nice resorts for a change of scenery. You could also drive about 1.5 hours to Abu Dhabi. Again not a lot to do, but perhaps worth a day trip to see something new. And good hotels. Similarly Sharjah, next to Dubai, has a beautiful corniche and is regarded as the "cultural" capital of the UAE. Perhaps worth an afternoon trip.

As for hotel prices, it depends on the season. During the summer, which is considered low season because of the heat/humidity, you can get great deals on hotels (like less than $200 for very nice five-star resorts, or closer to $100 for decent four-star international chains). The rest of the year, I would say the prices are comparable to other world-class cities. I think that food, especially local mid-range restaurants outside the hotels, is generally less expensive than other cities.

There are countless threads on Dubai here; you might want to search for more information.