I am currently working in Riyadh and going to move to Doha soon. I am also Egyptian with my family. the life style here is different...but don't worry, it will be better if you live in a compound. At least in Riyadh you can visit Mekkah and Madinah as much as you like. plus you have access to all GCC as in Qatar. I agree with all the above positive things about Riyadh. there is nice Club located in the Deplomatic Quarter with good facilities, it is far a little bit but still OK.
few negative things but depends on how you can manage it:
1. No enough schools in Riyadh with qualified staff. 2. Traffic is nightmare.