To be fair the Diving here sucks, the sailing isn't so good unless you like cruising back and forth up a rather ugly coastline and don't mind being stopped by the coast guard. Be careful drinking on the boat! Cycling is also terrible unless you don't care about scenery. If you cycle on the roads your chances of getting killed are quite high. Hockey you can play in the mall. Climbing might be ok in the winter when it's not 40+ degrees. You can buy a nice car and drive up and down the roads to nowhere. The best social activity in Dubai is drinking at the numerous bars/clubs. If you enjoy playing football you can do that at some of the parks.
If you come as a single guy your best bet is taking your days off and traveling around the system. Save all you can and have a good escape plan. If you don't spend too much on a luxury car and house then you can save quite a bit of money. For a family guy you won't save much at all and the package might not be worth the sacrifices. Your command will take ages if you join now. I'm guessing 8-10 years+. Think long and hard.
best of luck