Brit in Saudi Arabia:
Gosh where do I start? 
-The clothes! Or more specifically, the abayas. I am gathering a fabulous collection, but it's a bugger to have to put on/take off several times a day. Hides the damage from a big meal well though, so every cloud..
-Shops closing for 30+ mins five times a day. When the malls don't open til 10am and the first call to prayer is around 1145 it doesn't give you much time to do the rounds!
-Once you're in the shops, no ladies changing rooms. So you have to buy and then go to the public toilet or take it home with you to try on. I've rapidly learnt that H&M cannot be trusted with their sizing.
-Like a PP said - handing in your shopping bags at the front of the supermarket or big department store for a token and then remembering to collect on the way out. Many's a time I've almost left without the rest of my purchases.
-Driving. Everything about it is utterly terrifying. When women are permitted to drive from June, I don't think I'll be taking my test anytime soon... you genuinely fear for your life on the roads. Something like 47 people A DAY die in road accidents in Saudi 
-The waft of Oud is everywhere and is so overpowering (at least to my sensitive nose) I honestly haven't come across another nation/region that uses this much cologne/scent. It's ingrained in the money, the clothes you buy, the car seats.. everything.
-Best tasting dates you'll ever eat. Nothing like the Eat Me ones from Christmases past.
There is so so much more but thought this would give you all a taster!