No problems regarding duty free in fact, you can pick up a whole selection of booze and smokes at the arrivals duty free shop right next to where you collect your bags. Someone may be able to correct me on this but if I remember correctly, the limit is 1000 cigs and something like 2 bottles of spirits and 2 bottles of wine or 2 small cases of beer with 2 bottles of wine or a combination thereof! ( I'm also certain that duty free is open 24/7 even during Ramadan!)
Regarding behaviour during the day as already stated, don't eat, drink or smoke in public...most hotels and clubs will have a restaurant or some sort of food outlet open during the day..however no booze until 6 or is it 7 pm. You can even get a Fast Food meal from you favourite outlets if you take it away or get it delivered! After 7pm things are pretty much normal except that night clubs etc are not allowed 'live' music or even a DJ therefore no dancing, but that only gets in the way of the drinking anyway!
Bottoms up
F-S