LewisHamilton,
Here is an honest report:

Be prepared to often put your patience levels beyond your limits in many daily situations.
The driving here is insane and extremely risky.
The professionalism levels are quite substandard when compared to the developed world.
Services here are generally very poor.
You will witness all around you, extremisms of social segregation and exclusion, where laborers and maids are marginalized and excluded from the main stream society.
During the summer months (May to September) the heat is extreme, it can reach + 50 C. Many people leave Qatar and those who stay, stay indoors. During those months, life is all about work, home and shopping malls.
No rain and sand storms instead. Your home and car will be covered with fine brown dust (as thin as cement or talc powder) when can damage your electronic appliances and your health.
You'll always have to be aware and think of how not to offend (such as what you wear, what you say, what you drink and eat and when - during Ramadan, you are not allowed to even drink water in public during day time, regardless your religious background).
In spite of the proximity of the sea, there is no beach culture and those who go, have to be always behave "family friendly". If your wife wears bikini, it may attract unwanted attention.
No public display of affection.
You need an exit permit issued by your sponsor, every times you wish to leave the country. (

On the positive side:
No taxes and no harsh winter.
When there is no sand or dust storm, you'll get nice days from October to April.
Qatar Airways flies to many destinations, which allows you to temporarily escape easily.
You may negotiate for a multi-exit exit permit.

Most of us encounter some difficulties to grasp all the above and the adaptation process maybe stressful but on the other hand most end up getting used to it and manage in a way or other to stay here for a while.