Business address for overseas company
When registering a business in the United States, you are typically able to use any address in the world (with the exception of a P.O. Box) as the business address. This could be your personal or business address in Dubai, or, as you mentioned, you could indeed get a virtual office and use that address as the registered business address as well.
Either way, you should have no trouble forming a company in the United States. Please do keep in mind, you will need a Registered Agent in any state you register your business in.