Well I had a friend at Mck in Dubai at an associate level (27~30k dirhams per month) but I was told the salaries were increased lately (after he left in 2004) to compensate for the ridiculously increasing real estate prices.
As for BCG, another friend of mine got hired more recently at the Dubai office too (last quarter 2006) with an MBA and a salary of 30k as I recall.
By the way: What are your credentials/experience?