If you don't mind me asking, what is your age? As a recent graduate, I moved to Dubai last year but moved back to london a few months ago. My reason for coming back is because Dubai is not the best place to start a career.
Depends on the profession. Some of those in the blue boiler suits, living in labour camps would make killing in the UK while certain professional jobs are over saturated there but there seems to be decent enough positions here in Dubai.
When you start a career you are usually on a lowwer income whilst developing your skillsets. Its seems out here that most firms want both post grad + experience.
Therefore with the cost of living etc I would say get at least a couple of post grad UK years under your belt and then see.
However, if you're in construction. There's tonnes of experience to be had. Could be a winner there.