Wow, this reminds me of my campaign. The thing about doing cultures not your own is that you almost never get them right. The players in my campaign act all middle-eastern even with European themed characters, and in my mind's eye I can already see your Western version of the East. But I am probably just fitting this into a stereotype.
A word of advice: no fast travel. Arabian horses and camels were the only things capable of surviving the desert until the eighteenth century, and long arduous travel would definitely go a long way in getting the feel of the setting right.
Some differences off the top of my head between middle eastern and western culture:
All emotions are turned up a notch (anger, love, hate, etc. are all of greater significance), and (in my opinion) to counter that, everyone is a bit more lawful-aligned. A man might kill you, but in his house you are his guest. Only once you would be safely out his door would he stab you in the back. When people turn on each other, they do not give warning, nor do they threaten, and it does not matter how long they have been friends, if there is honor to be upheld. Also, honor has nothing to do with morality. There is a great importance given to custom (such as the significance of the number of times coffee has been served to guests, if there is coffee in your campaign), which at some times would seem to a westerner obsessive in nature. Part of that is constant friendliness. This is not just courtesy, but rather something better described as mimicking love. People hug and kiss, and are very gracious, but this is not to be confused with them being loving, or even liking, it is simply how they are (even to their enemies; Arabs are very political).
All this relates to Arab (including North African) culture; I have little understanding of other middle-eastern cultures.
I would advise you to read extensively on the subject before you start the campaign, as it really is a whole other world.
Hope this will be of some use.