Dubai has a lot of options for my fellow adrenaline junkies to keep it movin.
1) Skydiving
Skydive Dubai offers jump over the palm or in the desert. The palm is a manmade island built to look like a palm tree from above. I recommend this because its unique compared to the desert scenery. They can fill up months ahead so BE SURE TO BOOK IN ADVANCE. You cannot take any of your own photography gear, but the hefty price of 2000 AED includes a SEPARATE jumper who takes both photos (Nikon) and video (GoPro). The video they make is painfully cheesy but you'll be able to splice out quality footage.
2) Racing
Head to the Dubai Autodrome located at the Dubailand property. They have a range of experiences available from go karting to racing MacLarens. Racing experiences range from about 800 AED - 3,000 AED.
3) Sand boarding
If you're set on doing this, do not opt for the desert BBQ. The sand boards were missing pieces and the boards moved so slowly on the short dunes it was the most anticlimactic experience. Opt for a company geared more towards extreme sports with an excursion focused on sandboarding if you're looking for any kind of speed.
4) Skiing/snowboarding
If you're not interested in sand boarding, luckily Dubai has an indoor ski slope. Located at one of the largest malls in the world, Mall of the Emirates, Ski Dubai is the largest indoor ski park in the world and will cost you about 260 AED for a day pass.
5) Water sports
The Dubai Marina and surrounding beaches off a wide variety of companies that competitively offer a wide range of rentals and activities on the water including paddle boarding, kitesurfing, jet skiing, wake boarding, tubing, jetpacks, parasailing, and more.
6) Sand Duning on 4x4s & ATVs
Get away from the skyscrapers and experience the desert in a 4x4 or ATV. You can easily book a tour through Viator in advance, but you will save money if you arrange with a tour company once in Dubai. I went through a desert BBQ package that included the 4x4 ride. The lack of seatbelts combined with the roaming camel obstacles only adds to the excitement as the crazy yet skilled drivers wind through the dunes. We went right before dusk and had the added bonus of seeing the sunset, however the ride was short, lasting only a few minutes. If you go via a desert BBQ tour, ATV rides are often available in a separate contained course, but cost extra.