There is a small city of embassies tucked away in a corner of Riyadh that you need to know about called the ‘Diplomatic Quarter’.
I would recommend that you visit as soon as you can once you arrive. Getting familiar with this area and the services and events offered by the embassies there can make a big difference to the quality of your life, especially for women, since you don’t have to wear your full abaya and hijab and niqaab while inside the Quarter and can enter all buildings freely.
In this sector you will find embassies for almost every country in the world, or so it seems. I would recommend visiting and asking your country’s embassy about upcoming events and to be put on any event emailing lists, and also visit others and get on their lists too, if you are allowed. Events at embassies are often open to all who want to attend.
I went to a wonderful international film festival with films in English or with English subtitles offered by a wide range of embassies that lasted for about a month. Often there was a little reception offered in conjunction with the film screening, and it was a great way to meet other foreigners and English speaking Saudis and enjoy food, drinks (including alcoholic beverages), and treats from home and other foreign places.
In the Diplomatic Quarter there are park-like green garden areas with tranquil walkways. It’s one of the few places you can get outside and walk around (there aren’t really public parks like you are probably used to in your home country in Riyadh, in large part because green spaces are not a part of the culture, and because it’s often so hot people stay indoors if they can).
Some people go for runs along the small roads winding through the quarter, a much nicer alternative to the crowded roadways. Well, it really isn’t an option for women to go running outside except in this area since you are required to wear and abaya an hijab (except not inside the Quarter). However, I heard from some female friends that you still need to dress very conservatively to avoid unwanted attention from passing cars who are not used to the sight of women jogging.
There is a gym where women can go, one of the few gyms in Riyadh open to women, and it has a pool.
The Quarter also has a post office and at least one cafe.
Since there are no bars, no nightclubs, no dance clubs no cinemas, the Diplomatic Quarter can be one of the best ways to fulfill your social needs outside your house or building complex while ‘stationed’ in Riyadh.