Dubai is very hot, of course; it stays very warm even in the winter, but the temperatures are most pleasant for visitors between November and April. Even in these months temperatures often reach 35 C or higher, but compared to the summer this is quite cool, and there are also cooler breezes and cooler night-times. On the minus side, these months are the most popular for tourists, so you can expect more crowds.
When planning a visit to Dubai it is also important to check the dates of Ramadan, which are different each year (in 2013 Ramadan is from 9 July to 9 August. Hotel and other prices drop a lot during this festival, but there are also a lot of restrictions (for example, you should not eat in public during the day) and many things are closed, so for a non-Muslim visitor this is not usually the best time to go.
You can find out more about visiting Dubai here.