Important issues and saving tips:

1- Instead of protection paint for the front of the car, a mechanic told me to use dish-washing liquid soap (detergent). Just buy one large bottle and apply it with a dry sponge on the front and front-side areas of your car. After arriving in Dubai get a car wash. Do the same on the return trip...

2- After entering the KSA border you go straight ahead and find a roundabout. The direction to UAE is to your left. If you take right, you can find a gas station after 700 meters to your left side. You can fill up there, make a U-turn and go straight forward to the UAE border. When you come back from KSA to Qatar, you will find the same roundabout with the Qatari border to your right. Go straight forward and the gas station will be at your left side, fill up your tank, make a U-turn, go back to the same R/A and the Qatari border is to your left...

3- Before entering the KSA-UAE border, there is a gas station to your left. You can fill up your car there as fuel prices in the UAE are twice as expensive! You can also find a small coffee shop and a medium sized supermarket.

4- After entering the UAE, you will have to travel about 370km in Abu Dhabi. The speed limit signs show "100" and you have a thousand radars on the way! Don't worry... the speed limit is actually 140km. So you can easily travel at 130km without having to worry about speeding tickets. THIS ONLY APPLIES TO THIS MAIN ROAD IN ABU DHABI EMIRATE GOING TO DUBAI.

5- When you enter Dubai, it is advisable to follow the speed limit signs, although you will find that many of them are incorrect too! But since you have a million radars there, don't take the risk. It is not worth it!

6- If you intend to use Sheikh Zayed road (which is almost a must) since it is the main road going to and through Dubai, you have to buy an electronic Pass Sticker called "SALEK". Stop at the nearest gas station after entering Dubai and ask for this (You will find extra large signs telling you to do so). It will cost 100 Dirhams (= 100 Riyals) for the 1st time. It is charged with a deposit amount of 50 Dirhams. Each time you take Sheikh Zayed Road, you are charged 4 Dirhams. The sticker should be placed just under your rear view mirror on the front glass of your car. Several radars are placed just below the different cross-walk bridges that detect this sticker. If you don't have the sticker or are out of deposit you can be fined with up to 2,000 Dirhams. If you intend to stay in Dubai up to a week, the first deposit (50 Dirhams) will be enough. This is an extra cost not accounted for in Cargodog's post... Don't try to remove the sticker, especially if you intend to go back to the UAE, as it will damage the electronic chip inside and you loose 50 Dirhams.

Bon Voyage...

BTW, one more thing: try to get a GPS (Garmin Nuvi 205 or 255 with GCC Map costs around 600-700 QAR). It will be very helpful to get to places there...
I visited like 20 locations in 4 days and made the best out of time with the aid of my Garmin Nuvi 255W...
I bought it for 900 QAR but it proved to be worth 9000...!

You can get Garmin software on your mobile device if it has a GPS receiver. Most Nokia "E" series and almost all Pocket PC's running Windows Mobile have GPS.

I have it installed on my HTC (running WM6.1) and it works perfectly well...

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Obstacles are what you see when you set your eyes off the goal.