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Dubai is very glamorous truly, but too expensive. No amounr of money is enough here, you are spoiled for choices.
I have not been to Qatar but heard its quite conservative in comparision to UAE and Oman.

I haven't noticed that myself but I would guess in the tourist areas you might not notice how conservative it is or isn't. I would say this would make a good topic for a blog post though, to visit both places and find out which one is more conservative.