Expat Visa Run
Often times when expat workers come to the middle east they find that they need to stay on a visitors visa until their residence visa is sorted out. This is when a visa run comes in handy. Basically the idea, if your not already firmiliar with the concept is to get your visa renewed when you return to which ever country you are staying in by leaving and coming back generally in the same day.
Dubai Airport Visa Run
The most common visa run is one to Dubai airport. The reason for this is the cheap flights to dubai airport. The person doing the visa run then hangs around the duty free sections until the next plan back to the required destination comes along and then heads back home and gets his or her visitors visa renewed.
This is a very common to Oman where visa's are renewed at the airport in Muscat.
Car Visa Runs
Depending on the border you cross visa runs by car can be made. Usually it is better to make the visa run by Air as this shows that you can afford to travel.
While most expats have done visa runs in the Middle East it is wise to be well behaved and not to be loud or pushy with visa officials. Always remeber it is their country and they have the right to deny you entry into their country.