Get your pilot log book pages signed & stamped by your airline.
Ensure you take copy of all of your payslips (as certain entities will want proof that you were employed and / or want to confirm what you've been doing for the last several years).
Visit Dubai Police for a 'Certificate of Good Conduct' (you’ll need this, in the UK at least, along with your payslip history, for passing a 'Disclosure' in order to get a UK airside pass).
At least 3 months in advance of leaving, reduce your Credit Card limits down to small values (not the balance per se, but the 'limit' itself) and / or (better yet) return your Credit Cards to the bank, and use your debit card only. Make sure that when you give back your Credit Cards that they give you a receipt that confirms that the cards are cancelled.
Cancel any 'standing orders' against your Dubai bank accounts (current account & credit card accounts).
Cancel your motor insurance and get them to issue you with a ‘No claims’ certificate, this can often be used to negotiate a reduced premium for a 'No claims discount' back in your home country.
Contact shipping company for your personal goods.
Arrange DEWA for closing meter reading.
Arrange Etislut / Du to disconnect your landline / internet.
Arrange accommodation for last few days in Dubai.
Get final salary payment into bank and then close any locally held account(s).
Confirm End-of-Service Gratuity / Provident Fund payment (when, how, to where, how much?).