19 years in the USAF and I've been all over the globe. Saudi Arabia was hands down the worst of all the countries I ever spent any extended time in.
To be fair, I haven't been there since '95 and never made it to Jeddah.
If you're "on the compound" things are OK, but that get's real small real quick. Out in public, as a caucasian, I always felt like a space alien on an unfriendly planet.
I felt much better about life in Bahrain or UAE.