Ive been there around 8 times (what happens when your girl's family is from there)
Anyway there is a lot of garbage advice on this thread.
First of all, lets discuss weather..
Dubai gets super hot in the summer, I mean hotter than arizona and you feel like someone is blowing a hair dryer in your face all day.. I suggest you go in cooler months.. Before you go check a weather average for that month and see if you can handle it..
Ive also been there twice during rainy season and it was crappy and cold and dubai even got flooded that year..
Check
https://en.wikipedia.org/wiki/Climate_of_Dubai
and based on your tolerance for heat you can decide when to visit. I prefer winter months myself as it is cool and a light sweat shirt will keep you warm, but ive also gone in the summer where it is nice and you can go to the beach, etc.
Secondly, alcohol is served in basically every club/hotel. Lots of clubs are inside the hotels.. Ive actually been drunk there tons of times, lots of fun.. Intercontinental hotel festival city, park hyatt, and grand hyatt are nice hotel choices as well..
Since its your first time, I suggest you go during warmer months and do the following:
RENT A CAR( I SUGGEST SIXT car rental from the airport.. They are great and have nice/cheap mercedes C/E class with GPS)
Dune Bashing, Dune Buggying, Desert Safari, Burg Khalifa(tallest building in the world), Visit gold souk, visit dubai maill, mall of emirates, go indoor skiing as well, go indoor skydiving, visit the aquarium at the mall..
Just google any of these things and you will learn about it and where to do it..
Basic rules:
Dubai is a weird place.. They want the tourists so they want to appear like a liberal city, but deep down just remember you are in the middle east.
Dont fuck with any type of drugs, dont buy it, dont take it, dont use it, etc.. You will be fucked.. Dont also drink and drive.. Dont make out with your girl publicly (unless inside a club maybe.. I got yelled at a guy and threatened because my girl was HOLDING MY HANDS at a mall)..
Apart from that, remember the locals own the place so dont insult any guy who is a local (you will know because they wear the muslim thingy whatever its called, the dress type of stuff with sandals.. )
Its probably not somewhere I would want to live as there's a lot of human abuse (they bring in cheap asian laborers/maids, pay them peanuts and seize their passports, etc).
There's also a big disparity between rich and poor.. A poor indian worker may make $500 a month, while a rich local guy may blow $500 for a parking spot at a night out of town.. Its that crazy, while in the club i saw someone order champaigne worth $500,000 right in front of and it was just him and two russian girls partying.lol
There are also a lot of hookers all over the place, and many people there are hypocrites.. They pretend like they are holy but at night they retreat to their villas and snort coke and bang hookers
Be safe.. ask any questions