Hi. I think you'll find your premises must be licensed as a place of work, to do it within the law. There are strict requirements for setting up companies here. Also if your company is not in a Free Zone, you will need a local sponsor who will take money for sponsoring your company each year, but who should sign an agreement to be non-participatory in your business. Their 'fees' vary depending on their status in the business world here.
When you first come here you can come either as a tourist on a 30 day renewable visa, or as a wife on your husband's residence visa, but if you want to work then you may need to change it (I admit I'm not clear on the details).
There is a very good book, 'Setting Up In Dubai' by Essam Al Tamimi (of the Al Tamimi law firm here), it's very detailed and shows the different forms of company you can use, cost ideas, legal, customs and immigration requirements etc. the book is widely available on the Internet and comes with a CD.
Al Tamimi are not the cheapest law firm here though (by far) so ask and shop around if and when you decide to set up here. You might even just go with a GOOD firm of accountants instead which may save money.
Good luck with your new life in Dubai, don't be a stranger to these forums