Hate to break this to you but DXB or rather Dubai is not the Middle East - it may be located in the Middle East but, and I say again BUT only 20% of the people that live there are actually local Emirate people - that city culturally can be described as more of a western/European city blend.
All you have to do to understand that is look around, there are clubs, bars, girls running around like they do in Europe and the USA not wearing an Abaya, dating, tourism - etc. That is not true Middle Eastern behavior within any sense of the imagination. Dubai is a dream city to live in when compared to the rest of the Middle East - its like living in Europe or the States with legal indentured servants comprised of Egyptian, Pakistani, Indian, etc.
One last thing - I can almost guarantee if you heard any stories saying this place was a great tourist attaction they were BS. You sound young, forget about Saudi and go somewhere else fun; Bahrain has everything you need - well actually Dubai has everything you need. If your looking for travel go to Europe, Bosnia, USA, London, Spain etc - you can actually see something in those places worth remembering.
Oh yea, not to beat you down or anything but I'm an American, if it wasn't for EXPATS coming to Dubai and other places in the Middle East, Dubai wouldn't exist as it does today.... Hate to say it that way but it's true, Dubai is out of Oil in a few years and had to do something - so they opened the border, let the world come in and modernize the place and there you have it. You got to grow up in one if the nicest, fastest growing cities in the world with some of the highest technology deployments in history to date.
Being an Indian, you should ask your parents why and how they came to Dubai. They are technically EXPATS too; not everyone is there for the OIL money, they are there for the Construction, Service and Financial Sectors - the oil is running out so there is no more money to be made....