Based on what I've seen, you will go long way towards maintaining sanity, and perhaps even enjoying yourself, if you look towards living on a compound. Back 5 years ago this was pretty much considered a necesity because of the terrorist threat. At least there were armored personnel carriers and heavy machine guns behind sandbags around the compounds.
There are some really nice compounds in Riyadh. I would try to negotiate either the providing of the accomidation or a housing allowance that will cover your stay in one of these places.
As Mutt said, beware of some employers in KSA as there are plenty of horror stories (including in other GCC countries). I recall a few years ago one Saudi multi-billionaire figured that a pilot of a plane is just like a driver of his limo, and he could cut his costs of flying his 3-engined Falcon jet and get more motivated personnel by advertising for
"type-rated and experienced (on type) pilots, preferably Indian or Filipino nationality. Pay $4000 USD/month." Needless to say, it became a bit of a joke and I don't think anybody applied. I call it the "souk mentality."
