The free zones allow you to do this quite easily. The rules and regulations in these free zones allows you to establish your own company and lease commercial space to carry out your business. However, if you intend to set up you own outside of the zones, you will need to go down the sponsorship route i.e. identify a national to be your local sponsor. And if you intend to work in one of the professions e.g. medical, you must provide evidence of proper qualifications to the related ministry in order to get the work permit.