No public dancing
Dancing is only allowed in the privacy of your home and at the official night clubs. In other parts of the world where leaving the nightclub after a few drinks, dancing with your friends in the street seems pretty inoffensive. In Dubai is perceived as provocative and could be dangerous for women that find themselves in that situation. Police could catalogue your dancing as a form of indecency and you could be facing charges on top of everything else.
To recap, no drinking in places with no license for it, no dancing in the street, no public display of public affection, do not take pictures of strangers and dress modestly. If you are willing to pay the price to experience the City of Gold, you should go for it!