Im originally from Oz, and its not that different - clients will always be clients anywhere in the world! Working hours are the same - the late nights will still be there. I guess the only difference is that you have to think about an Arab audience for whatever you do - its not just english (and most of the time, its not just UAE, but the entire GCC or ME that you will have to service). The agency I was at had two Ass. Creative Directors - one for English and one for Arabic - they were both fantastic writers. You will work in a really multicultural environment too, and its still a lot of fun. The main spenders in the advertising market in this region are Real Estate and Telcos. Most major agencies will have at least one client in this category, so if you have experience with that category, work it up.
I'm no longer at an agency, I moved about a month ago - I used to be in client servicing but have jumped the fence and now work on client side managing the agencies
By the way, when I was jobhunting, I found this directory with all the agency contact details in Dubai, I think its
http://www.uaebusinessdirectory.com/
I guess the more popular ones here are Saatchi, BBDO, Publicis, McCann, Fortune PromoSeven (FP7). There are also smaller outfits like Tonic, which do well too.
Good luck!