My wife and I drove to the UAE back in April and it was a rather nice road trip. There is also an Ikea in Riyadh, which may be easier than driving to UAE. Also, you may want to ask them about shipping as well, as it would entail one fewer border crossing.

IKEA Riyadh:
Ghassan A. Al Sulaiman Co. Ltd.
Exit 16 Eastern Ring Road
Al Faruq District
P.O. Box 91285, Riyadh-11633

Phone: +966 (1) 244 2233
Fax: +966 (1) 244 2266

Good Luck!