Before you move into Saudi Arabia, I would advise you to first do some research on the type of housing. Typically, western expatriates stay in housing compounds. The rents are quite high, but in almost all cases, the employer takes care of it. Inside these compounds, life is quite free in the sense that there are no dress restrictions, particularly for women. Usually these compounds have luxurious villas and are quite secure. Do read my earlier post on this topic for western expatriates.
Non-western expatriates, on the other hand, are usually paid a House Rent Allowance instead of accommodation. Again, this depends on your job title. For junior and lower level positions, you would be provided shared company accommodation, but this again depends on your sponsor.
Big companies usually provide good accommodation, but if your sponsor is one of those small contracting companies and you are single, then rest assured that your accommodation is going to be quite uncomfortable and will probably be a shack where you have to share with 10 other people in the same room. This is why you must specifically find out about your housing from your sponsor and do quite a bit of research on his credentials before signing a contract and entering the kingdom.
If you are a non-western expatriate and are entitled for family status, the general standard is to provide 25% of your basic salary as monthly housing allowance. Remember, house rents have shot up exponentially in the kingdom in the past 6 months, so you must bargain well before entering into a contract with your sponsor.
Also, remember that house rents are paid in 2 instalments of 6-months each or in one annual lumpsome amount to the house owner, not monthly. House owners usually enter into a written contract with the tenants and collect the rent in advance.
If you are a non-western expatriate and are planning to stay with your family, please do some research on your locality. Some areas are quite notorious, so you must do some talking with people of your own nationality or colleagues before booking a flat. If you are not given a company-paid accommodation, I would advise you not to bring your family for atleast 3 months after you first arrive in the kingdom, because typically this is the time you would need to settle down and also to save some money.
Beware, that if you plan to move to another house within the 1-year period, you will have to pay the remaining rent for the whole year, otherwise you may be thrown into jail if you don't pay up. But if the house owner wants you to vacate, he may ask you to do so within the 1-year period. The contract with your house owner is supposed to be mutually binding, but in practice it is one-sided and a rather meaningless piece of paper, as most of the time you are left with no option but to comply with your house owner's demands.
Do not bring with you any electronic or house hold goods. You get almost everything here, probably at a price which is even cheaper than your home country. Certain ethnic food-stuffs from your home country may not be available, so try to do some research / ask friends. Also remember that certain items like khas-khas which are quite commonly used as an ingredient for sweets in Asian countries, is strictly banned here. Of course, it goes without saying that you should also not bring with you pictures of non-Muslim Gods, crucifixes and the like. Most of them are anyway available in the internet, so you can always download those pictures for your personal use at home (don't take them out of your house!). Avoid bringing video CDs - they may be harmless but again, it depends on the mood of the guy at the customs who may simply allow you to pass or may ransack your entire luggage looking for something suspicious, so why take the hassle?
Finally, try to avoid mixing with strangers and keep a low profile. Do not carry much cash with you and avoid walking alone in deserted places.