"always have enough cash in the bank to live for 6-12 months and always have somewhere to run to if necessary"
This advice from Bananas is the best on this thread so far. I work in Saudi and last year had a slight run-in with my employer and faced immediate cessation of contract, do not pass Go, do not get any benefits. Fortunately, after some delicate negotiations, The decision was reversed. I now have 6+ months of living expenses in an account and a bolt-hole.
The benefits of being an expat, experiencing another country and culture and (of course) tax free salary is a great experience, especially if you have family. It is wise to ask the question on a forum like this and seek some advice.
Good luck in your choice.