Sorry, I've not done it, nor do I know of anyone who has done it. Most people here use Aramex shop n ship and have Amazon send it to their UK or US shop n ship address and Aramex forward it to you.
I live in Riyadh and have no problem getting stuff out here (although it mostly comes through my company service). Has the added bonus that I am able to get tax back too!
That said, on the whole I tend to find a lot of stuff is cheaper out this way! What are you after?
Just a few bits n bobs ....its ok now, i arranged to go back to the uk on the company as copensation for being here over xmas little do they know i fking hate xmas lol
No issues shipping to the UAE, just click on the global delivery box or whatever its called at the side when searching and it will show you everything available for worldwide shipping.