Flighttime, about living in Dubai:
I think what Luke says its true, Happy wife = happy life.
I am living in Dubai with my wife and daughter and we are very happy, the quality of life that I can give them is much higher that what I could give to them in Mexico.
Some guys will tell you that Dubai is the worst place in earth, etc etc, but I think it actually depends on you, you can make it a nice place to enjoy life or make it misserable for you and your family. Off course it has things I dont like but thats the same in every city in the world.
As others told you, maybe you can come with your wife, take a look, and take your desicion.