I spent some time in Dubai in the early 90s. The earlier comment about rip-off on departure is very relevant. Regarding salary, I made much more back in the UK, even with tax (don't forget our excessive tax does at least pay for education and health). The organisation I worked for in Dubai was stuffed full of poor ex-pat managers whose main job seemed to be persecuting maintenance engineers for perceived or minor infractions (apparently, nothing has changed in this regard!).
I have visited Dubai several times since then, most recently in June last year. It does nothing for me: crowded, expensive and the traffic makes the UK's roads seem like racing tracks. Long time ex-pats with whom I met during the last visit said the lustre has gone and they were working out the last contracts.
As for trying to work there unlicensed: don't even consider it. You'll never make it pay and more relevant experience can be obtained in the UK. I've been an ex-pat several times, both as a yoof with a peripatetic father and professionally as an AME. IMHO, the UK is still a good place for aviation and you would do well getting your B2 ticket here.
Regardless of what you decide - but consider the advice you asked for - good luck.
