Dubai over the last few years has become much more accepting of Weston clothing however I would still recommend covering your shoulders, keeping the neckline respectable and covering down to the knees. I know the Dubai mall(largest mall in the world - awesome!) has these restrictions of covering the shoulders and knees but no need to cover your head or anything. As I said, they are more accepting but it's not worth it for the stares you may get, some people do choose not to cover up but they do get strange looks, more for the lack of respect it shows. I wouldn't know about nightclubs as I'm 18 and you must be 21 to drink. Have fun it's an amazing place! about 5 years ago
Keeping slightly covered will be the way to go - no really strappy t-shirts, very short skirts or shorts or transparent clothes. If you go from the beach to a mall, then cover up.
The weather will be warm in May - although we are currently having rain storms at the moment - so natural fabrics are the best for keeping cool. In malls and restaurants, the AC is cranked up high, so you will need to bring a wrap or light cardigan/jacket.
If you visit a mosque - such as the Grand Mosque in Abu Dhabi - you will be provided with an abaya to wear.
For nightclubs n Dubai - depends on what you like but Crysal at Raffles, Armani/Prive in Burj Khalifa, or Chi at the Lodge. about 5 years ago