how I can create and add new options for jQuery dialog? for example: I like that through on the setting options can control the display of title bar or display the close but
It's a little easier than I expressed in my comment.
// store old method for later use
var oldcr = $.ui.dialog.prototype._create;
// add the two new options with default values
$.ui.dialog.prototype.options.showTitlebar = true;
$.ui.dialog.prototype.options.showClosebutton = true;
// override the original _create method
$.ui.dialog.prototype._create = function(){
    oldcr.apply(this,arguments);
    if (!this.options.showTitlebar) {
       this.uiDialogTitlebar.hide();
    }
    else if (!this.options.showClosebutton) {
       this.uiDialogTitlebar.find(".ui-dialog-titlebar-close").hide();
    }
};
// this is how you use it
$("<div />").dialog({
    showClosebutton: false
});
// or
$("<div />").dialog({
    showTitlebar: false
});
Obviously, if the titlebar is hidden, the close button will also be hidden since it is part of the titlebar.
Starting from jQuery UI 1.9 , you can extend widgets in a much nicer way without creating a new widget.
http://learn.jquery.com/jquery-ui/widget-factory/extending-widgets/
See - Redefining Widgets.
$.widget( "ui.dialog", $.ui.dialog, {
    open: function() {
        console.log( "open" );
        return this._super();
    }
});
$( "<div>" ).dialog();