All of the GCC states can get a little boring for an expat unless you are contented with a sedentary lifestyle revolving around shopping mall-culture or shisha & coffee shops.
A number of GF pilots have boats in Bahrain and it is an affordable (but not cheap) past-time that I question whether it would be accessible in some of the other GCC countries. If you fancy general or sport aviation as a hobby, or even something like RC model aircraft, forget it. With the exception of Saudi Arabia and the UAE which are beginning to make this possible, the rulers are often frightened about such a prospect.
IMHO, Bahrain and Oman offer the most tolerant environments in the region with the best quality of life overall. That is, of course, unless you consider yourself a mall-urchin.