I lived/worked in Saudi Arabia for over 5 years, and let me tell you, it isn't all that exotic. Well, camping in the Empty Quarter was special, but the rest of the country is pretty bleak. It would make a superb landfill.
As for visas, we had to have an EXIT visa just to get out of the country. They like to keep track of where their worker bees are. But those exit/re-entry visas were lifelines to sanity. And they allowed me to fill up 3 different passports and visit over 100 countries while I lived there.