we drove to Dubai a few weeks ago, in convoy with 2 other cars. Despite warnings that we were taking our lives in our hands, being reckless, etc, it was a VERY safe, problem-free drive. The biggest hassle was arranging visas - but only because we left it too late.
Flying definitely involves less hassles, but the advantage of driving is that you have your own transport there, so it all depends on what you want out of the trip...
Whichever you decide, good luck...