The first filing from overseas is generally the worst. Then, it falls into a rhythm and actually becomes rather easy.

You may want to start looking at Publication 54 from the IRS. (Download it from the IRS website - or use the coupon in your tax booklet from last year to order a copy in printed form.)

AFAICT, you can probably still file a joint return, however you may need to file for an extension until you have established your residency in Dubai (i.e. have been living there for a full year) so that you can claim your overseas earned income exclusion. Or, you file a joint return that first year without taking the exclusions, and then file an amended return after you have established your overseas residence and your right to the exclusion. If DH joins you later, you may have to do the same thing in that year to establish DH's right to the exclusion (assuming he is working there - each one of you can claim your own overseas earned income exclusion).

Depending on how much income you are earning in Dubai, you may be able to take the overseas housing allowance for rent you pay while there (and for other living expenses). See the instructions for form 2555 for the details.

It will definitely complicate your tax situation. Now, with regards to your state income taxes, that's anyone's guess. Some states won't let you file separately if you file a joint federal return - but technically, in your case, you would not have state residence while you are out of the country. Depending on how your state does things, you may want to file separately for federal, so that your Dubai income won't get hit for state income tax.
Cheers,
Bev