Never been shot at, or bombed (not that way anyhow

) but the social scene can be a bit male-oriented. Been in Saudi many years and still don't have the urge to leave, not being taxed at the moment though I have heard of the impending 10% (make sure your contract says "tax free" so if it happens your employer will have to pay!)
If you can get them to agree to a multiple-entry visa (easier to get these days) then your nearest Old Speckled Hen is only 250 miles away (Bahrain) and I nip over there every couple of weekends if I don't have to go on business, great Aussie rock band in Diggers Bar in Bahrain too
"Western" employer with a western-style contract is a good idea as contracts can get broken/amended so you ned to be able to enforce it in a Western court.
Yes, Riyadh can be bloody hot, but there's air conditioning in the house, car and office, also as mentioned above, it's less than 50% humidity (100% in Jeddah and Dammam) so it don't feel so bad.
If you're single - try it for a while. If you're married and bringing "her indoors" with you then think and discuss more carefully.
Good luck - drop a line if you come.