Normal car hire is dirt cheap.... from £10 a day.
4x4 hire is quite a buit more expensive. Around £75 a day. My brother booked the two Landcruisers locally, but you can get ok prices if booked online in the UK too, I looked and found Hertz was ok.

You need an international driving permit to hire cars out there. Get it from the post office.
Yeah, easy to get into the desert, there is desert everywhere! You'll have to get away from the urban sprawl of Dubai though. Maybe towards Abu Dhabi then out inland towards Al Ain.
Sure that there are companies that do 'desert driving' expeditions, but if you want to go off properly into the dunes though, you really need 3 cars minimum. You will get stuck (we did, many times!!) which is fine if you have ppl and cars to dig/tow you out. But if something goes wrong, or you breakdown or get stuck, you'd be in big trouble if you were just one car. We had two GPS's too which is quite essential if your going far, as it doesn't take long to lose your bearings out there.

steve