From what I've heard about Dukhan, it's a lovely place. If you're into sport, there is some very good cycling down there (one of the very few places with 'hills'!) and the sailing is supposed to be excellent there, with frequent dolphin sightings.

I'm in Al Khor, about ah hour North of Doha. I expect it'll be similar to Dukhan in that there is a great community feel here, and it is very easy to escape to Doha for a day/weekend.