I would NEVER recommend for a gay couple to go to Dubai - from the LGBT Rights in the UAE page:
The United Arab Emirates includes the Emirates of Dubai, Abu Dhabi, Ras al-Khaimah, Umm Al Quwain, Ajman, Fujairah and Sharjah. Sexual relations outside a traditional, heterosexual marriage are a crime. The death penalty applies for homosexuality. Punishments range from jail time, fines, deportation, and the death penalty. Adultery and fornication are also crimes, and a person convicted of homosexuality may also face charges of adultery if they have a spouse while having sexual relations with a person of the same sex. The laws, some of which were introduced by the British during the colonial period, are still vigorously enforced.