If you have all your permits and visas in hand, fly to Tabuk (OETB) first. You can handle all customs and immigration there. Be aware that you will need a special permit to get out of Sharm, its a real pain in the butt. Plan lots of time at each airport to get all the paperwork done before you continue and USE a handler. If you can't get anyone, call the airport manager. They are all pretty friendly. Be careful on who you tip!! Not a good thing! File a flight plan for every flight, except if you should have a special clearance or you are on the way for the government. Once you are in Saudi, it all is fairly straight forward. Don't expect to be able to always be in contact with the controllers. Good luck!