I live in the Sandpit, I don't buy fags so I cannot comment, we buy duty free in Dubai on arrival simply because we can double the allowance if we buy in Dubai. I would not say Dubai is cheaper, I feel the prices are similar to the U.K. and there is not much difference. Next year the UAE will introduce 5%VAT as s stealth tax. Certainly if you buy electronics these are cheaper in Dubai itself than Dubai Duty Free and in general prices are almost the same as U.K. Prices.
Anyway good luck with your trip and safe travels