it's not too hard, when you know what to do:
1) decide if you want a used car or brand new
2) if new - go to distributors' official showrooms (Mannai for Hummer, GMC, Cadillac, and some more), Almana Group (Chrysler, Jeep and Dodge, Peugeot, Ford, Lincoln and Mercury, ), Saleh Al Hamad Al Mana Co (Nissan, Renault, Infinity), Abdullah Abdulghani & Bros. Co. (Toyota, Lexus), Al Fardan (BMW,Mini Cooper, Rolls Royce, Land Rover), Nasser Bin Khaled (Mercedes) and others.
3) If you want a used car then either go to the same dealers (they all have approved used cars) or to showrooms in Salwa Road.
4) go to your bank and ask about conditions for the car loan. Some banks require minimum salary of a certain amount to be transferred to them, some do not require any, but their rate is higher. Check all the banks to find best offer. I for instance had to close my account in my bank as their conditions for loan were unaffordable for me, so I shifted, and since then got 2 car loans without any trouble.
5) complete the document package required by bank for the loan (ID, NOC from your company, Salary certificate, quotation from showroom) and you are set.