Avoid RUH like the plague. Its the epicenter of wahabi madness.
JED could be considered to be a different country - the people are really nice and easy going.
Quality of life in KSA is entirely dependent upon the compound that your employer will be housing you. They vary from third world slums to 5-star safe, healthy fun places to live. This is the single most important factor for you and your wife's happiness. Research carefully before going to KSA. Very,very carefully.