As the husband of an EU citizen, you are entitled to a free visa. In the application, you will have to show that you are married to your wife, of course. Beyond that, there are only very limited grounds for refusal of the visa. See the EU information page at http://ec.europa.eu/social/main.jsp?catId=457. With this visa, you can move to Germany together with your wife. There is no need for her to go before you.
Once you move to Germany, you will need to apply for a residence permit; this will also be a relatively painless process because of the right of free movement.
Because you are living in Dubai, you will apply at the German consulate general in Dubai. They have some information relevant to your situation:
http://www.auswaertiges-amt.de/sid_49BB4B029F43C4D3E92B5EB78B5A607D/EN/Infoservice/FAQ/VisumFuerD/01aa-Visa-Unionsb%C3%BCrger.html?nn=480902
This page states that you will benefit from the "facilitated procedure" but does not offer any additional information, other than telling you to ask at the consulate. The home page is http://www.dubai.diplo.de/Vertretung/dubai/en/Startseite.html.