You have probably done more than most folks in doha...but have you considered:

Sand boarding
Scuba Diving
Art & Photography Exhibitions
Racing on Losail circuit "in your car"
Live Football Matches
Dhow trip to banana island
Going to Ruwais to see Bahrain
The Pearl Boardwalk
Jazz nights
Rugby, Tennis & Badminton Socials
Para sailing
Random seminars and conferences for the free food
Gatecrash parties
Qatar Drama and Film Society
Grand Prix Athletics

Theres a lot more! The issue is in doha events are'nt advertised and usually one has to take the initiative to organise which is too much!

Also you do not necessarily need extra extra riyals to go to bahrain or dubai...the minimum expenditure is petrol and visa expense and thats it!!

Veni Vidi Vici