Life in the UAE is largely what you make it...
In Dubai, much depends on whether you're married and have kids. Those with kids tend to spend their days off on child-related activities, much like everywhere else. There are Christian churches which have a particularly strong following among South African controllers and their families.
For single people, there are more bars and nightclubs than anyone actually needs, and there are plenty of activity-based clubs for the non-boozy types. Whether single or married, the restaurant options are plentiful though very expensive at the top end.
Desert driving is very popular and perhaps among the few things most of us can't do at home. If you're going to take advantage of cheap fuel and buy a big 4x4, you may as well use it as intended!
Some sports are, like drinking and eating, more expensive in Dubai than in the west. Golf and shooting come to mind. Expect to pay US$150 or more for a round of golf, and US$5,000 or more for a golf club membership.
It is entirely possible to build a full life in the UAE and even, for some, to envisage staying into retirement or at least for 10 years or more. For some, it's a relatively short-term experience with a choice of enjoying the lifestyle or saving money - doing both isn't as easy as you'd hope! If you are planning on the short-term, say 3 to 5 years, there may be some aspects of life which you'll have to give up for a few years or some that will have to become holiday activities (Ski Dubai is not a replacement for a decent mountain, for example).
If you're a couch potato at home, you'll probably be one here too. If you play rugby, (ice) hockey, cricket or golf at home, you'll probably play them here.