Yemen is the best place to learn Arabic from a financial standpoint. Lessons are cheap as is the cost of living. The country has a lot of internal political turmoil, and is a shithole aesthetically, but you'd be surprised to learn how many westerners are there right now, from backpackers to businessmen.
Egyptian Arabic is the most widely understood dialect, because Egyptian movies, music and culture are influential throughout the Arab world. Egypt has the largest Arab population by far so that dialect is the best for being widely understood across the region.
There is wide differentiation between dialects which should not be underestimated. In most parts of the world these dialects would be considered distinct languages altogether.
I knew a Syrian guy who told me about a friend of his in Tunisia and how they preferred to speak French with each other since they had a hard time understanding each other's dialects in Arabic.
The Economist had
a good post about this recently.
As for Dubai, I've been there. They are pretty welcoming of Americans and its culture superficially resembles ours - or at least is inspired by it. The biggest activity is shopping. The malls there are on another level. If you're a drinker, Dubai will make you cut back. Even though drinking is allowed, it's quite expensive and the culture is too conservative to enjoy it the way you would at home.
The local population is predominantly Filipino and South Asian (Pakistani, Bangladeshi, Indian). They far outnumber the native Emiratis who are 10% of the population at best. Then you have a large and diverse sprinkling of folks from across the region and around the world.
If you got a job there, I would recommend focusing on stacking paper and using its great transit logistics for getting it in elsewhere (i.e. Lebanon, Turkey). Flights are easy through low cost carriers that Dubai runs. I flew from Dubai to Beirut once for only $80. You can connect to almost all points of the world direct through Dubai.
In addition to pipelining, hitting the beach (i.e. Jumeirah) is a good place to find foreign chicks during the day. Elderly (indirect) openers are the way to go for day gaming in a conservative place such as Dubai.