it's actually quite expensive to fly from Dubai to Sharm el Sheikh in Egypt. You should be able to pick up a flight on Egypt air. Other carriers may have stop overs, like Kuwait Airlines or Royal Jordanian. I think Emirates fly direct but it's pricey.
Best thing you could do is book accommodation before you go and get them to organise someone to pick you up and help sort your visa bits and pieces out.
Lots of places to stay - we used to get awesome bargains at the Hilton which is right on the beach. Worked out way cheaper than you'd expect.
Might be worth ringing Club Mistral and sorting it out through them. Ring Kanoo travel for flights
www.kanoo.com . They are ok, but all travel agents in Dubai are pretty ****e.
If you are going windsurfing Dahab is great , if you're kiting i'd go somewhere else, like Ras Sudr. Fly to Cairo for Ras sudr - much easier.