Hi Landlocked.
I worked in Saudi Arabia for eleven years, and then I purchased a
catamaran named Exit Only and sailed with my
family around the world.
I worked at King Khalid Eye Specialist Hospital in Riyadh, and I know Riyadh better than the back of my hand. I had three Land Rover Defenders while in Arabia, and we camped between 60 - 90 nights a year in the desert. One of our favorite camping locations was the Bakra dunes about an hour south of Riyadh.
There is a Riyadh Rover Register that organizes trips into the desert every weekend. There's lots of places to go into the desert out of Riyadh. Once you are outside of Riyadh, you can drive 500 to 1500 kilometers offroad in every direction. You have endless opportunities for adventures in the desert. My personal favorites are the Empty Quarter, the Mundafin Triangle, the granite fields of the southern Nejd Quadrangle, Jebel Sabah, Ibn Huwayil, and the Darb Zubayda. The white and black volcanoes north of Medina are awesome.
Land cruising in the desert is very much like ocean cruising except that the waves of sand don't move. You drive over the waves. It requires the same degree of preparations and self-sufficiency to make a voyage into the desert. We usually did two camping trips in the Empty Quarter each year with the trips lasting nine days and having three to eight vehicles in our entourage. Great fun.
Sailing is possible off Aramco beaches in the Eastern Province. People camp off the beaches south of Dammam towards Qatar.
I learned to do
celestial navigation in the desert using an aircraft bubble
sextant.
We eventually sailed up through Pirate Alley and up the Red Sea on Exit Only. We made a documentary of our Red Sea trip called
The Red Sea Chronicles. Check out clips of it on our website at
http://maxingout.com, and there are lots of pictures of our sand adventures on our website positivegrapics.com at
http://www.positivegraphics.com/Positivegraphic55.htm )
Red Sea
diving is fantastic.
Good luck on your Arabian adventure.