Assalamu Alaikum sister Umzakariya,
I just want to add some informations about the UAE, pardon me brother Raed if you think i am wrong. I also living and working here in Sharjah and i agree with you that for the implementation of muslim law Sharjah is the best in the emirates as they are not allowing any haram acts, (banning consuming alcoholic drinks, no disco nor any night clubs) nut unlike the remaining emirates which all of this is legal including selling of haram meat(pork).
But speaking of cost of living Sharjah now is beginning to follow the dubai trend, because it is the closest one next to Dubai. One of the advantages of living in Sharjah is you will come near to the famous University City area, it is a big campus which you can find most of foreign managed universities. And because of close proximity of Sharjah to Dubai the rapid business bloom is affecting Sharjah and spreading very fast like virus, and it also affecting the cost of living which in a few years time will reach the same level as Dubai as the majority of Dubai residence is now shifting to the nearest emirates.
The best place now to live in UAE in terms of cost of living is the Abu Dhabi emirates as the city still fresh and its quite far from Dubai ( 2 hours drive ) But all in all living in the whole United Arab Emirates is peacefull, there are few isolated case of small crimes but the goverment agencies in charge of the security is doing all their work well, totally you can live a peaceful life abnd no one will persecute anybody unless do did bad things to others.