You will find Qatar tremendously more expensive, particularly in terms of rent. And it seems that every time you turn around there's another hand out for visas, insurance, permits, etc. And you won't get much thanks for merely being Muslim here. Qatar is for Qataris and the deck is stacked - of course - for locals. But what the heck, if someone is offering you an attractive job, come ahead! Just be sure you have the job well nailed down before you come. Every detail in writing. And understand there is NO job security.
Mandi