If you want to buy overpriced PC components then stick to what the local market has to offer. Otherwise your best bet is buying online and having it shipped here through a courier like Aramex. Ive seen 2x4GB DDR3 Corsair Vengeance Ram 1666 being sold for 500-600 Riyals, this can be bought online for 50 USD and that is just a simple example. If you want to buy simple peripherals like a keyboard, mouse, etc... then you're better off buying them over here. You just need to find out how heavy your item is.

There is a post above about Arctic silver 12gm for 180 riyals, if you ship via aramex the same tube will cost you about 100 riyals. Combine that lightweight 12gm order with your ram and you will be saving even more.