R&R or Blood-pumping Action?!

Depending on one's personality and definition of a holiday, a get-away can range from chill and relaxing to action and adventure packed. I usually take full advantage of any holiday in a foreign country to sight-see and experience as much of the culture as I possibly can. This time round I'm kinda torn between having a relaxing week in Dubai and going on an adventure tour! With temperatures averaging at 34C (and the possibility of reaching a high of 40C), and a maximum humidity of 80%, being outdoors sounds like it can be quite a challenge, unless you're barely clad in a bikini and lounging by a pool or catching the rays at the beach. Still, Dubai is rife with activities from the low-key chilling to the blood-pumping, stomach churning. Been doing a bit of research and come up with a list of things that really appeal to me and, weather permitting, would love to do. So apart from checking out the fabulous architecture, I would also like to...

go on a Desert Safari
catch a few waves at a water park (apparently there are 3 - Wild Wadi is one)
play minigolf (don't ask me why I wanna go all the way to Dubai to do it)
go bargain hunting at the souks
go CAVING! (that would a new thing for me - I can say that I've gone spelunking!)
maybe go skydiving and paragliding!!
cross the creek in an abra (traditional water mode of transport) or take a water tour on a dhow.

Now I just have to hope that I have enough time and money to do all this :p