I was pulled over by the cops once in Dubai ,during the day in Ramadan because I was chewing a white pen and they thought it was a cigarette ! At the time I left Dubai in 2001 the locals were complaining about the influx of Russians and other Eastern Europeans who were eating, drinking and smoking in public and the police were cracking down on it.
As a previous poster said, the Hotel outlets, Beach Clubs, Golf Clubs, etc are open during the day as long as they are not visible from the street. Stand alone restaurants are shut and I assume this will be the case in the big shopping malls as well. (I do recall one fast food vendor being open but having black drapes on all the windows). No live music or dancing, and if you go on a day trip to Abu Dhabi, no alcohol there until after sundown.
There's a great buzz in the souks in Dubai at nighttime during Ramadan as all the locals and foreign muslims are out until all ours shopping, eating, visiting, etc.