Clubs - commercial RnB and hip hop are big favourites with some house and trance. With the bigger commercial clubs it's not unusual for one or two DJ's to go through all 4 genres in one night.
There are smaller clubs that play more generic, underground dance music all night eg vocal house like MAW or minimal/techno, deep house etc. Loads of known visiting DJ's playing all the time too. Check out either Time Out or Infusion magazine or Platinum List Dubai online for listings.
Another thing, I would recommend not bringing anymore than a suitcase for the first few months until you have got a feel for the place and that your job is "secure" as can be out here. Leave the PC and stereo at home for now and buy a small Acer laptop (or similar) for emails etc.