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We have had discussions around this on the Kuwait and Saudi forums.  These two places are where this is most likely to happen but it applies to pretty much all of GCC - at a lower intensity though in places like UAE/Bahrain/Oman.

Here are some links to those threads:
/forum/viewtopic.php?id=775615/forum/viewtopic.php?id=757076

In the UAE itself, you can expect some of the following (not always but generally speaking):

Work - Lower salary & benefits vs. western or arab expats
Society - Trouble getting into upscale clubs and bars, admissions in some schools for kids, club memberships and to some extent, being able to rent places from some landlords and in some neighbourhoods

Comments or hostility in public is not likely, like it is in the other countries mentioned above.  Besides, 80% of UAE is expats and you are hardly likely to have any interaction with locals beyond government ministries where they are polite and professional for the most part.

And having said all of that; UAE is an odd case in the sense that the society led discrimination is based on stereotyping and socioeconomic factors i.e. as a dark skinned Indian, you are perceived to have a lower socioeconomic status (stereotype, as the entire labor force is from the sub-continent) and thus discriminated against but if you are well off then this is easily overcome - I have seen discrimination against indian guys at clubs who got out of cabs to go in but never against those who disembarked from flashy cars .  That may be an excessive example but to put it another way, a western guy can probably waltz into most upscale places, normally dressed whereas an Indian guy would need to be sharply dressed, groomed etc.

And again, as I mentioned before, there are exceptions so don't assume that all of this will happen to you.  It is just the likelihood of that happening (vs. westerners) which I am commenting on, as it's applicable to the majority of the people from the sub-continent. 

In the other mentioned countries, discrimination never really disappears because of money - unless of course you are super rich.