jQuery Dialog Settings
It is already a good attempt at making better-looking code.  Just a few improvement:


Declare all private functions one-by-one with declaring that individual just like you declare your variable (see jQuery code).
There is no need for the updateOptions() method; we don't need it.




var myDialog = myDialog || (function () {

    var options = {
        title: 'Attention',
        msg: 'Message Here',
        focusOn: ''
    }

    var show = function(opts) {
            options = $.extend({}, options, opts);
            $('&lt;p&gt;' + options.msg + '&lt;/p&gt;').dialog({
                title: options.title,
                modal: true,
                draggable: false,
                show: {
                    effect: "fade",
                    duration: 500
                },
                hide: {
                    effect: "fade",
                    duration: 200
                },
                buttons: {
                    'Close': function() {
                        $(this).dialog("close");
                    }
                },
                close: function() {
                    if (options.focusOn.length !== 0) {
                        $(options.focusOn).focus();
                    }
                    $(this).dialog("destroy");
                }
            });
        },

        updateOptions = function(opts) {
            options = $.extend({}, options, opts);
        };

    return {
        fire: show,
        options: updateOptions
    };

}());