We have a useful article on that subject here
http://www.expatwoman.com/dubai/monthly_home_garden_Making_A_Graceful_Exit_From_Dubai_9055.aspx
We're sure some of the other users will have some great tips for you too
HTH
Has anyone developed a comprehensive list of all the things one needs to do before leaving Dubai that they would be willing to share? For example, cancel lease on villa; sell car/furniture; cancel utilities; etc, etc.