Do they eat any kind of weird foods...like the Chinese eating cats.
I think some people probably eat some weird stuff; Lebanese food looks weird to me but I suppose is normal. I haven't seen any cats being eaten though. :) I've been sticking to the basic American food groups so far: fried and cheesy! I've not ventured passed that yet but I will one of these days.
Do they eat camels?
Some people do eat camels! However, I've not seen this option available on the food court menus. One example (that I saw on Discovery Channel): The Hajj is a pilgrimage to Mecca. It is the largest annual pilgrimage in the world and is an obligation that must be carried out at least once in their lifetime by every able-bodied Muslim who can afford to do so. Camels are sacrificed along with sheep or cows (according to Wikipedia) then given to charity for poor people around the world. Visit this website for more information regarding Hajj: http://en.wikipedia.org/wiki/Hajj
What do they wear to sun bathe on the beaches?
Most people on the beaches are not Islamic so they wear normal swimming attire, or very skimpy suits (thongs and speedos); just do not wear these suits outside the beach without a decent cover up. Some places do have women only beaches or women only days so Islamic women can go to the beach. I've been told that the women's beach in Abu Dhabi has been closed though, due to peeping toms. I've not seen a suit in person yet but here is one example of what someone who needs to cover their entire body would wear:

Do they have the same brands of clothing as we do here?
Malls do carry some of the same clothing brands here but there are several more European, Arabic and high fashion stores. Sadly there are not stores like Target, Kohls or Bed Bath & Beyond but the Dubai Mall has the greatest Forever 21 store (it's huge)!
When you are shopping are things cheaper there or more expensive?
Depends of course where we shop. The Carrefour and Geant markets (kind of the equivalent to a Wal-Mart) are cheaper than Spinney's and Choithrum markets (think of a Price Chopper or Hy-Vee). There are a ton of expensive stores at the mall so I usually visit Forever 21 which is pretty equal price wise to home. I few other stores I like that aren't too expensive are: Pimkie, H&M (which you can find in the states but not KC), Aldo and Centerpointe stores (carries clothes, shoes, home stuff). I haven't experienced any awesome sales yet. At home, it seems there is always a good sale going on somewhere.
