An alternative to shopping in malls is shopping in the outdoor markets. These are large blocks with a labyrinth of kiosks and stores linked by pedestrian walkways, with no roadways for cars inside (parking is in big lots around the periphery).
When I was in Riyadh, markets were the best places to buy abayas, dresses, jewelry and housewares. There was a wider selection available in these small ‘mom and pop’ stores than in Mall stores, and you could barter to get lower prices than what was generally marked. This was also a great place to go for tailoring / alterations since a lot of clothing shops, especially abaya and dressmaking shops, had a sewing machine on the premises.
Some markets specialized in dresses made to order, and it was a treat to walk along and window shop, admiring the dazzling cinderella-like ballgowns and daringly sexy dresses. What a surprise in a place where the women are so completely cloaked in public.
Some markets like the Tai Bo had many jewelry stores. Jewelry junkies will love the bartering for custom made gold jewelry and gemstones. Jewelry is a big deal in Saudi Arabia, and so are perfumes.
A market that was very popular with a lot of female teachers was the Princess market because there was such a large selection of second hand clothes, many of expensive brands that had only been worn once or twice. But I also heard numerous stories that you had to watch yourself because some had unfortunate encounters with men groping them and pick pockets on the loose. Well it's always good to be on your guard no matter where in the world you are shopping.